32   Artículos

 
en línea
Mosab I. Tabash, Neenu Chalissery, T. Mohamed Nishad and Mujeeb Saif Mohsen Al-Absy    
Market turbulences and their impact on the financial market, particularly on the stock market, is a financial topic that has received significant research attention recently. This study compared the characteristics of stock return and volatility in selec... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Nassar S. Al-Nassar    
This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Haika Andrew Mbwambo, Laban Gaspe Letema     Pág. 204 - 211

 
en línea
Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba    
This paper examines the effects of the Standard and Poor?s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, fin... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Nassar S. Al-Nassar and Beljid Makram    
This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic. Ret... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
      Pág. 1 - 33
Modeling and forecasting volatility have gained much interest among researchers as the use of volatility became widespread in financial data analysis. Several studies have been carried out to model stock market volatility in various countries. This paper... ver más
Revista: Journal of Knowledge Globalization    Formato: Electrónico

 
en línea
Apostolos Ampountolas    
Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Flavius Darie     Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R... ver más
Revista: Journal of Smart Economic Growth    Formato: Electrónico

 
en línea
Abdullahi Osman Ali     Pág. 35 - 39
The main aim of this investigation was to model the volatility of Somali shilling against US dollar by using monthly data covering from 1950 to 2010. Further to that, this finding has adopted both symmetric and asymmetric generalized autoregressive condi... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Dimitrios Kartsonakis Mademlis,Nikolaos Dritsakis     Pág. 49 - 60
In several financial applications, it is extremely useful to predict volatility with the highest precision. Neural Networks alongside GARCH-type models have been extensively employed in the last decades for estimating volatility of financial indices. The... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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