Search Results

Search Results

• Financial market reaction to R&D volatility in the pharmaceutical industry. A multi-country study

  Marilena Mironiuc , Maria Carmen Huian , Alina Țaran , Mihaela Curea

  Abstract 1199 | PDF Downloads 906 | DOI https://doi.org/10.3846/jbem.2022.17844

  Page 1234–1256
  

  2022-11-25

• On the relationship of implied, realized and historical volatility: evidence from NSE equity index options

  Puja Padhi, Imlak Shaikh

  Abstract 1173 | PDF Downloads 2303 | DOI https://doi.org/10.3846/16111699.2013.793605

  Page 915-934
  

  2014-11-27

• Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns: novel insights from quantile-on-quantile regression

  Ahmed Bossman , Ştefan Cristian Gherghina, Emmanuel Asafo-Adjei , Anokye Mohammed Adam, Samuel Kwaku Agyei

  Abstract 1028 | PDF Downloads 724 | DOI https://doi.org/10.3846/jbem.2022.18282

  Page 1351–1376
  

  2022-12-29

• Investigating abnormal volatility transmission patterns between emerging and developed stock markets: a case study

  Cristi Spulbar, Jatin Trivedi, Ramona Birau

  Abstract 2732 | PDF Downloads 1844 | DOI https://doi.org/10.3846/jbem.2020.13507

  Page 1561-1592
  

  2020-10-01

• Volatility spillover between Germany, France, and CEE stock markets

  Viorica Chirilă , Ciprian Chirilă

  Abstract 682 | PDF Downloads 685 | DOI https://doi.org/10.3846/jbem.2022.18194

  Page 1280–1298
  

  2022-12-20

• Volatility regimes of selected central European stock returns: a Markov switching GARCH approach

  Michaela Chocholatá

  Abstract 1104 | PDF Downloads 1400 | DOI https://doi.org/10.3846/jbem.2022.16648

  Page 876–894
  

  2022-07-13

• Stylized facts, volatility dynamics and risk measures of cryptocurrencies

  Rasa Bruzgė , Jurgita Černevičienė , Alfreda Šapkauskienė , Aida Mačerinskienė , Saulius Masteika , Kęstutis Driaunys

  Abstract 1044 | PDF Downloads 775 | DOI https://doi.org/10.3846/jbem.2023.19118

  Page 527–550
  

  2023-09-08

• Inter-markets volatility spillover in U.S. bitcoin and financial markets

  Muhammad Owais Qarni, Saqib Gulzar, Syeda Tamkeen Fatima, Majid Jamal Khan, Khurram Shafi

  Abstract 4636 | PDF Downloads 2271 | DOI https://doi.org/10.3846/jbem.2019.8316

  Page 694-714
  

  2019-05-29

• Does policy uncertainty affect equity, commodity, interest rates, and currency markets? Evidence from CBOE’s volatility index

  Imlak Shaikh

  Abstract 2255 | PDF Downloads 1532 | DOI https://doi.org/10.3846/jbem.2020.13164

  Page 1350-1374
  

  2020-08-17

• Time‐varying volatility modelling of Baltic stock markets

  Bora Aktan, Renata Korsakienė, Rasa Smaliukienė

  Abstract 889 | PDF Downloads 689 | DOI https://doi.org/10.3846/jbem.2010.25

  Page 511-532
  

  2010-09-30

• Effect of health system performance on volatility during the COVID-19 pandemic: a neural network approach

  Catalin Gheorghe, Oana Panazan

  Abstract 735 | PDF Downloads 636 | DOI https://doi.org/10.3846/jbem.2024.21059

  Page 129–152
  

  2024-02-28

• Does green finance support to reduce the investment sensitivity of environmental firms?

  Ashfaq Habib , Muhammad Asif Khan , Judit Oláh

  Abstract 1205 | PDF Downloads 1236 | DOI https://doi.org/10.3846/jbem.2023.18865

  Page 405–421
  

  2023-08-18

• Volatility smile at the Russian option market

  D. Golembiovsky, I. Baryshnikov

  Abstract 638 | PDF Downloads 387 | DOI https://doi.org/10.3846/16111699.2006.9636116

  Page 9-15
  

  2006-03-31

• Lithuanian stock market analysis using a set of Garch models

  Deimantė Teresienė

  Abstract 860 | PDF Downloads 522 | DOI https://doi.org/10.3846/1611-1699.2009.10.349-360

  Page 349-360
  

  2009-12-31

• Sustainable investments: assessment of risks

  Ahmad Kaab Omeir, Dalia Štreimikienė, Deimantė Vasiliauskaitė

  Abstract 91 | PDF Downloads 53 | DOI https://doi.org/10.3846/jbem.2025.23782

  Page 576–598
  

  2025-06-13

• Volatility spillover and dynamic correlation between the carbon market and energy markets

  Yufeng Chen, Fang Qu, Wenqi Li, Minghui Chen

  Abstract 2253 | PDF Downloads 1703 | DOI https://doi.org/10.3846/jbem.2019.10762

  Page 979-999
  

  2019-08-06

• Oil price volatility and airlines’ stock returns: evidence from the global aviation industry

  Alexandra Horobet , Marinela Luminita Emanuela Zlatea, Lucian Belascu , Dan Gabriel Dumitrescu

  Abstract 4330 | PDF Downloads 3543 | DOI https://doi.org/10.3846/jbem.2022.16094

  Page 284–304
  

  2022-02-01

• Investigation of forecasted risk interrelationship: base on GARCH model, causality in China markets

  Shu-Shian Lin

  Abstract 724 | PDF Downloads 507 | DOI https://doi.org/10.3846/16111699.2013.839474

  Page 853-861
  

  2014-11-27

• Information technology and risk factors for evaluating the banking industry in the Taiwan: an application of a Value Chain DEA

  Mu-Shun Wang, Shih-Tong Lu

  Abstract 995 | PDF Downloads 787 | DOI https://doi.org/10.3846/16111699.2014.976255

  Page 901-915
  

  2015-10-26

• Using portfolio theory to predict the impact of reduction in product width on sales

  Tomasz Brzęczek

  Abstract 847 | PDF Downloads 846 | DOI https://doi.org/10.3846/16111699.2015.1120769

  Page 1222-1236
  

  2016-12-21

• The impact of the world food price index on some East-European economies

  Corina Saman, Cecilia Alexandri

  Abstract 1279 | PDF Downloads 1255 | DOI https://doi.org/10.3846/jbem.2018.5208

  Page 268-287
  

  2018-09-20

• Analysis of linkage fluctuation in time series data of nickel futures price index

  Xiaoci Chen, Guanyu Huo, Gaojie Cao

  Abstract 522 | PDF Downloads 499 | DOI https://doi.org/10.3846/jbem.2023.20191

  Page 712–731
  

  2023-11-08

• Association between New York and Shanghai markets: evidence from the stock price indices

  Jeffrey E. Jarrett, Tina Sun

  Abstract 751 | PDF Downloads 620 | DOI https://doi.org/10.3846/16111699.2011.620166

  Page 132-147
  

  2012-02-21

• Game theory based multi criteria decision making problem under uncertainty: a case study on Indian Tea Industry

  Animesh Debnath, Abhirup Bandyopadhyay, Jagannath Roy, Samarjit Kar

  Abstract 2971 | PDF Downloads 4184 | DOI https://doi.org/10.3846/16111699.2017.1401553

  Page 154-175
  

  2018-05-04

• Detecting bubbles in world aluminum prices: Evidence from GSADF test

  Menglin Ni, Xiaoying Wang

  Abstract 905 | PDF Downloads 623 | DOI https://doi.org/10.3846/jbem.2024.22262

  Page 1120–1139
  

  2024-12-04