Market shocks and stock volatility : evidence from emerging and developed markets
Year of publication: |
2023
|
---|---|
Authors: | Tabash, Mosab I. ; Chalissery, Neenu ; Nishad, T. Mohamed ; Al-Absy, Mujeeb Saif Mohsen |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 12.2024, 1, Art.-No. 2, p. 1-18
|
Subject: | risk–return | volatility | asymmetric volatility | financial crisis | global pandemic | emergingmarkets | developed markets | GARCH models | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Börsenkurs | Share price | Schock | Shock | Aktienmarkt | Stock market | Finanzmarkt | Financial market |
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