242 related articles for article (PubMed ID: 36721523)
1. Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.
He C; Huang K; Liu S; Zhang Z
Procedia Comput Sci; 2022; 202():122-127. PubMed ID: 36721523
[TBL] [Abstract][Full Text] [Related]
2. Dynamic Portfolio Strategy Using Clustering Approach.
Ren F; Lu YN; Li SP; Jiang XF; Zhong LX; Qiu T
PLoS One; 2017; 12(1):e0169299. PubMed ID: 28129333
[TBL] [Abstract][Full Text] [Related]
3. Asymmetric volatility spillover among Chinese sectors during COVID-19.
Shahzad SJH; Naeem MA; Peng Z; Bouri E
Int Rev Financ Anal; 2021 May; 75():101754. PubMed ID: 36568735
[TBL] [Abstract][Full Text] [Related]
4. Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic.
Vuong GTH; Nguyen MH; Huynh ANQ
J Econ Asymmetries; 2022 Nov; 26():e00276. PubMed ID: 36268201
[TBL] [Abstract][Full Text] [Related]
5. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic.
Boateng E; Adam AM; Junior PO
Resour Policy; 2021 Dec; 74():102389. PubMed ID: 34629684
[TBL] [Abstract][Full Text] [Related]
6. The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications.
Morema K; Bonga-Bonga L
Resour Policy; 2020 Oct; 68():101740. PubMed ID: 34173413
[TBL] [Abstract][Full Text] [Related]
7. Dynamic correlation network analysis of financial asset returns with network clustering.
Isogai T
Appl Netw Sci; 2017; 2(1):8. PubMed ID: 30443563
[TBL] [Abstract][Full Text] [Related]
8. Dynamic association of stock market volatility, foreign portfolio investment and macroeconomic indicators by taking the impact of structural breaks.
Shah SSH; Yaqub M; Khan MA; Haddad H; Al-Ramahi NM; Zaheer A; Khan MA; Mata MN
Heliyon; 2023 Aug; 9(8):e19115. PubMed ID: 37636401
[TBL] [Abstract][Full Text] [Related]
9. The effects of the COVID-19 pandemic period on stock market return and volatility. Evidence from the Pakistan Stock Exchange.
Wang B; Waris M; Adamiak K; Adnan M; Hamad HA; Bhatti SM
PLoS One; 2024; 19(4):e0295853. PubMed ID: 38625885
[TBL] [Abstract][Full Text] [Related]
10. Modelling time-varying volatility using GARCH models: evidence from the Indian stock market.
Ali F; Suri P; Kaur T; Bisht D
F1000Res; 2022; 11():1098. PubMed ID: 36567684
[No Abstract] [Full Text] [Related]
11. The dynamics of volatility spillovers between oil prices and stock market returns at the sector level and hedging strategies: evidence from Pakistan.
Habiba UE; Zhang W
Environ Sci Pollut Res Int; 2020 Aug; 27(24):30706-30715. PubMed ID: 32472504
[TBL] [Abstract][Full Text] [Related]
12. Cross-correlation asymmetries and causal relationships between stock and market risk.
Borysov SS; Balatsky AV
PLoS One; 2014; 9(8):e105874. PubMed ID: 25162697
[TBL] [Abstract][Full Text] [Related]
13. Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets.
Korkusuz B; McMillan DG; Kambouroudis D
Empir Econ; 2023; 64(4):1517-1537. PubMed ID: 36106329
[TBL] [Abstract][Full Text] [Related]
14. Assessing Financial Risk Spillover and Panic Impact of Covid-19 on European and Vietnam Stock market.
Moslehpour M; Al-Fadly A; Ehsanullah S; Chong KW; Xuyen NTM; Tan LP
Environ Sci Pollut Res Int; 2022 Apr; 29(19):28226-28240. PubMed ID: 34993822
[TBL] [Abstract][Full Text] [Related]
15. An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks.
Kanamura T
Financ Innov; 2023; 9(1):87. PubMed ID: 37192906
[TBL] [Abstract][Full Text] [Related]
16. COVID19-MLSF: A multi-task learning-based stock market forecasting framework during the COVID-19 pandemic.
Yuan C; Ma X; Wang H; Zhang C; Li X
Expert Syst Appl; 2023 May; 217():119549. PubMed ID: 36694806
[TBL] [Abstract][Full Text] [Related]
17. Exploration of Stock Portfolio Investment Construction Using Deep Learning Neural Network.
Xie Z; Wang Y
Comput Intell Neurosci; 2022; 2022():7957097. PubMed ID: 35592717
[TBL] [Abstract][Full Text] [Related]
18. COVID-19 and stock exchange return variation: empirical evidences from econometric estimation.
Latif Y; Shunqi G; Bashir S; Iqbal W; Ali S; Ramzan M
Environ Sci Pollut Res Int; 2021 Nov; 28(42):60019-60031. PubMed ID: 34155586
[TBL] [Abstract][Full Text] [Related]
19. The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war.
Choi SY
Heliyon; 2023 Sep; 9(9):e19726. PubMed ID: 37809919
[TBL] [Abstract][Full Text] [Related]
20. Profitability of Contrarian Strategies in the Chinese Stock Market.
Shi HL; Jiang ZQ; Zhou WX
PLoS One; 2015; 10(9):e0137892. PubMed ID: 26368537
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]