Articles tagged with: volatility

Equity option implied volatility skew as a substitute credit risk signal: Evidence from negative rating announcements in India, 2024–2025

Abhishek Chandra Shukla, Ritesh Khatwani, Pradip Kumar Mitra, Vijay Agrawal, Janki Mistry
Investment Management and Financial Innovations Volume 23 2026, Issue #2

Interconnections and volatility transmissions between green equities and green bonds: A dynamic modeling approach

Hajer Beyrem, Nasreen Khan
Investment Management and Financial Innovations Volume 23 2026, Issue #2

Weak-form market efficiency and integration dynamics in ASEAN capital markets during digital disruption

Juan Anastasia Putri, Elly Susanti, Khairul Azwar
Investment Management and Financial Innovations Volume 23 2026, Issue #2

Volatility transmission and dynamic conditional correlations in South African equity markets: An in-depth cross-index examination

Edson Vengesai
Investment Management and Financial Innovations Volume 23 2026, Issue #2

Dynamic impact of macroeconomic and financial stress factors on Clean Energy Index performance: Evidence from an ARDL analysis

Akshay Sahu, Anup Kumar, Avneesh Kumar
Investment Management and Financial Innovations Volume 23 2026, Issue #1

Dynamics of currency exchange rates co-movements and volatility: Indian rupee against major trading currencies

Mahesh Kumar, Ameya Anil Patil, Diksha Dubey Jaroliya, Ankita Bhatt, Kunal Gaurav
Banks and Bank Systems Volume 21 2026, Issue #1

The role of market volatility and leverage in financial performance sustainability: Evidence from Tadawul

Osama Hamad Alowaimer
Banks and Bank Systems Volume 21 2026, Issue #1

Sudden stops in international capital flows: Global financial conditions, domestic fundamentals, and the mitigating role of macroprudential policies

Davit Hakhverdyan, Hayk Kalantaryan, Bella Gabrielyan
Investment Management and Financial Innovations Volume 23 2026, Issue #1

The impact of COVID-19 on investor herding in Indonesia: Evidence from LQ-45 index before, during, and after the pandemic

Ashraf Afif, Said Musnadi, Suci Ismadyaliana
Investment Management and Financial Innovations Volume 22 2025, Issue #4
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