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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...
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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
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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...
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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
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