5   Artículos

 
en línea
Faheem Aslam, Paulo Ferreira, Khurrum Shahzad Mughal and Beenish Bashir    
During crises, stock market volatility generally rises sharply, and as consequence, spillovers are identified across markets. This study estimates the volatility spillover among twelve European stock markets representing all four regions of Europe. The d... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Amir Rafique(1), Muhammad Umer Quddoos(2), Shujat Ali(3), Faheem Aslam(4), Muneeb Ahmad(5), (1) COMSATS University Islamabad, Islamabad, Pakistan (2) Bahaudddin Zakariya University, Multan, Pakistan (3) COMSATS University Islamabad, Islamabad, Pakistan (4) COMSATS University Islamabad, Islamabad, Pakistan (5) Jiangxi University of Finance and Economics, Nanchang, China     Pág. 1 - 12
Revista: Economic Journal of Emerging Markets    Formato: Electrónico

 
en línea
Faheem Aslam, Wahbeeah Mohti and Paulo Ferreira    
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by a... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Faheem Aslam(1), Bilal Ahmed Memon(2), Khurram Shahzad Mughal(3), (1) Hanyang University Business School, South KoreaDepartment of Management Sciences, COMSATS University Islamabad, Pakistan (2) Jiangsu University, Zhenjiang, China (3) State Bank of Pakistan, Pakistan     Pág. 80 - 92
Revista: Economic Journal of Emerging Markets    Formato: Electrónico

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