Market Resilience Unveiled: Insights from Quantile Time Frequency Connectedness into Emerging Countries Stock Indices
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DOI: 10.1007/s13132-024-02188-1
Abstract: This study provides an in-depth analysis of the dynamic connectedness among BRICS-plus stock indices, focusing on three distinct periods: pre-COVID-19 era, during the COVID-19 pandemic, and the Russia-Ukraine conflict. Utilizing the Quantile Vector Autoregressive (QVAR)… read more here.
Keywords: risk; stock indices; connectedness; resilience ... See more keywords
Are investors really home-biased when investing at home?
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DOI: 10.1016/j.ribaf.2016.12.003
Abstract: Investors who only invest in their domestic market are typically referred to as being home-biased. We refer to firm-level internationalization and call into question whether investing in domestic stock indices actually leads to home bias.… read more here.
Keywords: stock indices; home; internationalization; home biased ... See more keywords
Asymmetric and nonlinear inter-relations of US stock indices
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DOI: 10.1108/ijmf-02-2017-0018
Abstract: Purpose - The purpose of this paper is to examine the inter-relations among the US stock indices. Design/methodology/approach - Data of nine US stock indices spanning a period of sixteen years (2000-2015) are employed for… read more here.
Keywords: stock indices; inter relations; asymmetric nonlinear; relations stock ... See more keywords
Mapping the research on sustainable stock indices: a bibliometric review from 2001 to 2022
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DOI: 10.1108/qrfm-09-2022-0149
Abstract: Purpose This paper aims to provide a bibliometric review and visualisation analysis of the literature on Sustainable Stock Indices (SSI) between January 2001 and March 2022. The purpose of performing this bibliometric analysis is to… read more here.
Keywords: research; stock indices; bibliometric review; sustainable stock ... See more keywords