Bayesian analysis of interbank lending market volatility using SV model empirical analysis from SHIBOR

2013 International Conference on Engineering, Management Science and Innovation (ICEMSI) ◽

10.1109/icemsi.2013.6913985 ◽

2013 ◽

Author(s):

Hao Ding ◽

Lin Wu

Keyword(s):

Bayesian Analysis ◽

Empirical Analysis ◽

Market Volatility ◽

Interbank Lending

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Empirical Analysis of the Impact of Foreign Institutional Investment on the Indian Stock Market Volatility during World Financial Crisis 2008-09

International Journal of Economics and Finance ◽

10.5539/ijef.v3n3p214 ◽

2011 ◽

Vol 3 (3) ◽

Author(s):

Hojatallah Goudarzi ◽

C.S. Ramanarayanan

Keyword(s):

Financial Crisis ◽

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Stock Market Volatility ◽

Institutional Investment ◽

Indian Stock Market ◽

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The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(199905)19:3<245::aid-fut1>3.0.co;2-j ◽

1999 ◽

Vol 19 (3) ◽

pp. 245-270 ◽

Author(s):

Kyriacos Kyriacou ◽

Lucio Sarno

Keyword(s):

Monte Carlo ◽

Empirical Analysis ◽

Temporal Relationship ◽

Spot Market ◽

Market Volatility

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Bayesian analysis of mixture of autoregressive components with an application to financial market volatility

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.613 ◽

2006 ◽

Vol 22 (3) ◽

pp. 225-242 ◽

Author(s):

Stefano Sampietro

Keyword(s):

Bayesian Analysis ◽

Financial Market ◽

Market Volatility

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Do BRIC countries stock market volatility move together? An empirical analysis of using multivariate GARCH models

International Journal of Business and Emerging Markets ◽

10.1504/ijbem.2017.10004093 ◽

2017 ◽

Vol 9 (2) ◽

pp. 104

Author(s):

Naliniprava Tripathy

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Multivariate Garch ◽

Garch Models ◽

Stock Market Volatility ◽

Bric Countries ◽

Multivariate Garch Models

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Empirical analysis of Shenzhen stock market volatility risks after cancelling the ban on large-sized non-tradable shares based on GARCH-type models

Intelligent Systems and Decision Making for Risk Analysis and Crisis Response ◽

10.1201/b16038-84 ◽

2013 ◽

pp. 597-602

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Stock Market Volatility

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Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

Proceedings of the 2019 4th International Conference on Social Sciences and Economic Development (ICSSED 2019) ◽

10.2991/icssed-19.2019.94 ◽

2019 ◽

Author(s):

Zou Na ◽

Zhu Jiahui ◽

Cai Yanli

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Markov Switching ◽

Market Volatility ◽

Garch Models ◽

Chinese Stock Market ◽

Stock Market Volatility ◽

Markov Switching Models ◽

Switching Models

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An Empirical Analysis on the Relationship Between Financila Market Volatility and Housing Market

Journal of the Korea Real Estate Management Review ◽

10.37642/jkremr.2021.24.3 ◽

2021 ◽

Vol 24 ◽

pp. 51-80

Author(s):

Cha-Soon Choi ◽

Keyword(s):

Housing Market ◽

Empirical Analysis ◽

Market Volatility ◽

The Relationship

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Empirical Analysis on the Impact of Unconventional Emergencies on China��s Stock and Bond Market Volatility

Journal of Convergence Information Technology ◽

10.4156/jcit.vol8.issue9.9 ◽

2013 ◽

Vol 8 (9) ◽

pp. 69-77

Author(s):

Li Xiaolin ◽

Li Shiming ◽

Li Chenggang

Keyword(s):

Empirical Analysis ◽

Bond Market ◽

Market Volatility ◽

Bond Market Volatility

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Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets

Emerging Markets Review ◽

10.1016/j.ememar.2017.05.005 ◽

2017 ◽

Vol 31 ◽

pp. 176-192 ◽

Author(s):

Fiza Qureshi ◽

Ali M. Kutan ◽

Izlin Ismail ◽

Chan Sok Gee

Keyword(s):

Stock Market ◽

Emerging Markets ◽

Mutual Funds ◽

Empirical Analysis ◽

Market Volatility ◽

Stock Market Volatility ◽

Asian Emerging Markets

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Pension funds and stock market volatility: An empirical analysis of OECD countries

Journal of Financial Stability ◽

10.1016/j.jfs.2014.01.001 ◽

2014 ◽

Vol 11 ◽

pp. 92-103 ◽

Author(s):

Ashok Thomas ◽

Luca Spataro ◽

Nanditha Mathew

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Oecd Countries ◽

Pension Funds ◽

Market Volatility ◽

Stock Market Volatility

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