Volatility transmission between Dow Jones stock index and emerging Islamic stock index : case of subprime financial crises / Amir Saadaouia and Younes Boujelbene
In the course of the recent global crisis, the stock shocks are distributed and transmitted from their homes in the developed stock market to emerging stock markets. By supporting the development of emerging stock markets, this study aims to see the transmission of volatility between the Dow Jones s...
| Main Author: | Boujelbene, Younes |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty of Business and Management
2015
|
| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/12368/ |
Similar Items
The Performance of Dow Jones Country Islamic Indexes Against Dow Jones Country Conventional Indexes in Asia and the Middle East : An Empirical Study of the Last Decade
by: Suharwardy, Zain
Published: (2013)
by: Suharwardy, Zain
Published: (2013)
Volatility Spillover And Investor Sentiment: Subprime Crisis
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015)
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015)
Volatility Spillover And Investor Sentiment:
Subprime Crisis
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015)
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015)
The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)
by: Bakri, Abdul Karim, et al.
Published: (2011)
The subprime crisis and stock index futures markets integration
by: Karim, Bakri Abdul, et al.
Published: (2011)
by: Karim, Bakri Abdul, et al.
Published: (2011)
The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)
by: Bakri, Abdul Karim, et al.
Published: (2011)
The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities
by: Tham, Lucas Yew Jun
Published: (2022)
by: Tham, Lucas Yew Jun
Published: (2022)
The impact of launching Stock Index Futures on the volatility of the Chinese stock market
by: Liu, Mengxi
Published: (2008)
by: Liu, Mengxi
Published: (2008)
The Relationship of Volatility with Stock Index Option Returns and Prices
by: Tabassum, Saima
Published: (2020)
by: Tabassum, Saima
Published: (2020)
The Impact of the Implementation of Stock Index Options on Stock Market Volatility: China Evidence
by: Xiao, Shixin
Published: (2019)
by: Xiao, Shixin
Published: (2019)
Analysis Of Factors That Influence The Movement Of Dow Jones Industrial Average Using The Multiple Regression Method.
by: Chuen, Tong Yeah
Published: (2003)
by: Chuen, Tong Yeah
Published: (2003)
Forecasting stock market volatility on Bursa Malaysia Plantation Index
by: Lee, Hui Shan, et al.
Published: (2016)
by: Lee, Hui Shan, et al.
Published: (2016)
The subprime crisis and Islamic stock markets integration
by: Bakri, Abdul Karim, et al.
Published: (2010)
by: Bakri, Abdul Karim, et al.
Published: (2010)
Estimating volatility of stock index returns by using symmetric Garch models
by: Islam, Mohd Aminul
Published: (2013)
by: Islam, Mohd Aminul
Published: (2013)
Modelling and Forecasting the Volatility of Stock Price Index : ASEAN-5 Countries
by: Hoh, Chai Ping
Published: (2014)
by: Hoh, Chai Ping
Published: (2014)
The impact of CSI-300 stock index futures on the volatility of stock price based on panel data analysis
by: HE, RUIZHEN
Published: (2020)
by: HE, RUIZHEN
Published: (2020)
Ringed seal search for global optimization via a sensitive search model / Younes Saadi
by: Younes, Saadi
Published: (2018)
by: Younes, Saadi
Published: (2018)
The impact of GST implementation on the Malaysian stock market index volatility: an empirical approach
by: Haron, Razali, et al.
Published: (2018)
by: Haron, Razali, et al.
Published: (2018)
The temporal price relationship between the stock index futures and the underlying stock index: evidence from Malaysia
by: Abdullah, Mahdhir, et al.
Published: (2002)
by: Abdullah, Mahdhir, et al.
Published: (2002)
The impact of subprime crisis on Asia-Pacific Islamic Stock Market
by: Zhang, H. C., et al.
Published: (2015)
by: Zhang, H. C., et al.
Published: (2015)
The Impact of subprime crisis on Asia-Pacific Islamic Stock Markets
by: Zhang, H. C., et al.
Published: (2011)
by: Zhang, H. C., et al.
Published: (2011)
Contagion effects of the U.S subprime crisis GCC stock markets
by: Hamid, Zarinah
Published: (2012)
by: Hamid, Zarinah
Published: (2012)
Testing the efficacy of information transmission: is equity style index better than stock market index?
by: Lau, Wee-Yeap, et al.
Published: (2015)
by: Lau, Wee-Yeap, et al.
Published: (2015)
The effects of macroeconomics variables on stock
index: Kuala Lumpur Composite Index
by: Abu Zarim, Noraznida
Published: (2014)
by: Abu Zarim, Noraznida
Published: (2014)
Performance Of Malaysia REIT Stocks Relative To Bursa Malaysia Stock Index
by: Hui, Tan Shiao
Published: (2009)
by: Hui, Tan Shiao
Published: (2009)
Performance of Malaysia REIT Stocks Relative to Bursa Malaysia Stock Index
by: Hui, Tan Shiao
Published: (2009)
by: Hui, Tan Shiao
Published: (2009)
Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina
by: Xenofontos, Andreas
Published: (2014)
by: Xenofontos, Andreas
Published: (2014)
The Crisis in the Emerging Markets - Impact of the Subprime Crisis on the Indian Stock Markets
by: Bhammer, Harsh
Published: (2009)
by: Bhammer, Harsh
Published: (2009)
The impact of subprime mortgage crisis on Islamic banking and islamic stock market
by: Wong, Siew Lee
Published: (2012)
by: Wong, Siew Lee
Published: (2012)
Efficiency of Malaysia stock index futures market
by: Ng, Chen Wai
Published: (2005)
by: Ng, Chen Wai
Published: (2005)
FORCASTING VOLATILITY ON CHINA EQUITY
MARKET:
Evidence from Shanghai and Shenzhen stock exchange at index level
by: Jin, Shan
Published: (2011)
by: Jin, Shan
Published: (2011)
Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency analysis
by: Wan, Jieru
Published: (2022)
by: Wan, Jieru
Published: (2022)
"Dogs of the Dow" down under
by: Lakshman, Alles, et al.
Published: (2008)
by: Lakshman, Alles, et al.
Published: (2008)
Construction of the Malaysian Islamic Stock Market Integration Index
by: Bakri, Abdul Karim, et al.
Published: (2010)
by: Bakri, Abdul Karim, et al.
Published: (2010)
Construction of the Malaysian Islamic Stock Market Integration Index
by: Bakri, Abdul Karim, et al.
Published: (2012)
by: Bakri, Abdul Karim, et al.
Published: (2012)
Intraday Analysis of the Malaysian Stock Index Futures Market
by: Lim, Chee Seong
Published: (2004)
by: Lim, Chee Seong
Published: (2004)
The Case Study Of The Dow Chemical Company
by: Lai, Kong Yong
Published: (2006)
by: Lai, Kong Yong
Published: (2006)
Analysing the effect of portfolio concentration index and stock market correlation
by: Lee, Pei-Ling, et al.
Published: (2019)
by: Lee, Pei-Ling, et al.
Published: (2019)
The price-volume relationship of the Malaysian stock index futures market
by: McGowan, Carl B., et al.
Published: (2011)
by: McGowan, Carl B., et al.
Published: (2011)
Analysing the effect of portfolio concentration index and stock market correlation
by: Lee, Pei Ling, et al.
Published: (2019)
by: Lee, Pei Ling, et al.
Published: (2019)
Similar Items
-
The Performance of Dow Jones Country Islamic Indexes Against Dow Jones Country Conventional Indexes in Asia and the Middle East : An Empirical Study of the Last Decade
by: Suharwardy, Zain
Published: (2013) -
Volatility Spillover And Investor Sentiment: Subprime Crisis
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015) -
Volatility Spillover And Investor Sentiment:
Subprime Crisis
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015) -
The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011) -
The subprime crisis and stock index futures markets integration
by: Karim, Bakri Abdul, et al.
Published: (2011)