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The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11. (2006). Fernandez, Viviana.
In: Economic Systems.
RePEc:eee:ecosys:v:30:y:2006:i:1:p:79-97.

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Cited: 26

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  1. Determinants of Stock Market Investors’ Behavior in COVID-19: A Study on the Pakistan Stock Exchange. (2020). , Aisdl.
    In: OSF Preprints.
    RePEc:osf:osfxxx:4s9xe.

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  2. Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

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  3. Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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  4. East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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  5. .

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  6. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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  7. Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Darné, Olivier ; Pop, Adrian ; Darne, Olivier ; Charles, Amelie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

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  8. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

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  9. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:14.

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  10. The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis. (2014). Masih, Abul ; Masih, Abul Mansur M., ; Bakar, Norhidayah Abu .
    In: MPRA Paper.
    RePEc:pra:mprapa:56977.

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  11. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-01122507.

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  12. Volatility persistence in crude oil markets. (2014). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00940312.

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  13. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; CHARLES, Amelie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:188-199.

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  14. Volatility persistence in crude oil markets. (2014). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
    RePEc:eee:enepol:v:65:y:2014:i:c:p:729-742.

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  15. Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE. (2013). Çevik, Emrah ; Okur, Mustafa .
    In: MPRA Paper.
    RePEc:pra:mprapa:71477.

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  16. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Cevik, Emrah Ismail ; KOSEOGLU, Sinem Derindere .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:1:p:65-86.

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  17. Predicting Instability. (2012). Razzak, Weshah.
    In: MPRA Paper.
    RePEc:pra:mprapa:52463.

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  18. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:2:p:230-252.

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  19. Predicting Instability. (2010). Razzak, Weshah.
    In: MPRA Paper.
    RePEc:pra:mprapa:22804.

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  20. Efficient estimation of a semiparametric dynamic copula model. (2010). Hafner, Christian ; Reznikova, Olga .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2609-2627.

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  21. The war on terror and its impact on the long-term volatility of financial markets. (2008). Fernandez, Viviana.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:1:p:1-26.

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  22. A postcard from the past: The behavior of U.S. stock markets during 1871–1938. (2007). Fernandez, Viviana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:386:y:2007:i:1:p:267-282.

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  23. Portfolio management under sudden changes in volatility and heterogeneous investment horizons. (2007). lucey, brian ; Fernandez, Viviana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:375:y:2007:i:2:p:612-624.

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  24. The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war. (2007). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:243.

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  25. Portfolio management implications of volatility shifts: Evidence from simulated data. (2006). lucey, brian ; Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:219.

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References

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