Search Results - subject:"macroeconomic uncertainty"

Macroeconomic uncertainty, the option to wait and IPO issue cycles

Binh Nguyen Thanh - In: Finance research letters 32 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012430758

Macroeconomic uncertainty, information competition, and liquidity

Chiu, Yen-Chen - In: Finance research letters 34 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012436960

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - 2016

Persistent link: https://www.econbiz.de/10011646834

Measuring the optimal macroeconomic uncertainty index for Turkey

Erdem, Havvanur Feyza; Yamak, Rahmi - In: Economic annals 61 (2016) 210, pp. 7-22

Persistent link: https://www.econbiz.de/10011645352

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - 2015

Persistent link: https://www.econbiz.de/10011300954

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - Centre d'études prospectives et d'informations … - 2015

This paper analyzes the impact of macroeconomic uncertainty on a large sample of 19 commodity markets. We rely on a … robust measure of macroeconomic uncertainty based on a wide range of monthly macroeconomic and financial indicators, and we … estimate a structural threshold VAR (TVAR) model to assess whether the effect of macroeconomic uncertainty on commodity price …

Persistent link: https://www.econbiz.de/10011203172

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony … - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2015

Persistent link: https://www.econbiz.de/10011207855

Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - School of Economics and Management, University of Aarhus - 2015

macroeconomic uncertainty. We use the mixed data sampling (MIDAS) econometric approach. The findings are in accordance with the … flight-to-quality phenomenon when macroeconomic uncertainty is high. …

Persistent link: https://www.econbiz.de/10011207886

Asset prices with stochastic volatilities and a UIP puzzle

Lee, Eunhee - In: International review of economics & finance : IREF 64 (2019), pp. 41-61

Persistent link: https://www.econbiz.de/10012322223

Political and economic uncertainty and investment behaviour in Pakistan

Abbas, Ahsan; Ahmed, Eatzaz; Husain, Fazal - In: The Pakistan development review : PDR 58 (2019) 3, pp. 307-331

Persistent link: https://www.econbiz.de/10012167317