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1
COVID-19 pandemic & financial market volatility: Evidence from GARCH models
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Article
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COVID-19 pandemic & financial market volatility: Evidence from GARCH models

Journal of risk and financial management, 2023-01, Vol.16 (1), p.1-20 [Peer Reviewed Journal]

2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16010050

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2
A Cyclical Phenomenon among Stock & Commodity Markets
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A Cyclical Phenomenon among Stock & Commodity Markets

Journal of risk and financial management, 2023-07, Vol.16 (7), p.320 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16070320

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3
Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns
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Article
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Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Journal of risk and financial management, 2022-01, Vol.15 (1), p.1-24 [Peer Reviewed Journal]

2022 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15010028

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4
The impact of ESG ratings on the systemic risk of European blue-chip firms
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Article
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The impact of ESG ratings on the systemic risk of European blue-chip firms

Journal of risk and financial management, 2022-04, Vol.15 (4), p.1-41 [Peer Reviewed Journal]

2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15040153

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5
GARCH (1,1) models and analysis of stock market turmoil during COVID-19 outbreak in an emerging and developed economy
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Article
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GARCH (1,1) models and analysis of stock market turmoil during COVID-19 outbreak in an emerging and developed economy

Journal of risk and financial management, 2021-12, Vol.14 (12), p.1-19 [Peer Reviewed Journal]

2021 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm14120576

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6
The Effects of Option Trading Behavior on Option Prices
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Article
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The Effects of Option Trading Behavior on Option Prices

Journal of risk and financial management, 2023-07, Vol.16 (7), p.337 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16070337

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7
Review of the literature on merger waves
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Article
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Review of the literature on merger waves

Journal of risk and financial management, 2022-10, Vol.15 (10), p.1-21 [Peer Reviewed Journal]

2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15100432

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8
Connectedness between sectors: The case of the polish stock market before and during COVID-19
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Article
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Connectedness between sectors: The case of the polish stock market before and during COVID-19

Journal of risk and financial management, 2022-08, Vol.15 (8), p.1-19 [Peer Reviewed Journal]

2022 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15080322

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9
Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?
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Article
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Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?

Journal of risk and financial management, 2022-08, Vol.15 (8), p.1-32 [Peer Reviewed Journal]

2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15080320

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10
Impact of geopolitical risk on the information technology, communication services and consumer staples sectors of the S&P 500 Index
Material Type:
Article
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Impact of geopolitical risk on the information technology, communication services and consumer staples sectors of the S&P 500 Index

Journal of risk and financial management, 2021-11, Vol.14 (11), p.1-32 [Peer Reviewed Journal]

2021 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm14110552

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11
The analysis of risk and return using Sharia compliance assets pricing model with profit-sharing approach (Mudharabah) in energy sector company in Indonesia
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Article
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The analysis of risk and return using Sharia compliance assets pricing model with profit-sharing approach (Mudharabah) in energy sector company in Indonesia

Journal of risk and financial management, 2022-10, Vol.15 (10), p.1-14 [Peer Reviewed Journal]

2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15100421

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12
A study of the machine learning approach and the MGARCH-BEKK model in volatility transmission
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Article
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A study of the machine learning approach and the MGARCH-BEKK model in volatility transmission

Journal of risk and financial management, 2022-03, Vol.15 (3), p.1-9 [Peer Reviewed Journal]

2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15030116

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