Similar Search Results

Stylized patterns in implied volatility indices and stock market returns : a cross country analysis across developed and emerging markets

Pathak, Jalaj; Deb, Soumya Guha - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

Purpose: This paper examines the associative and causal relationship between changes in the implied volatility index (VIX) and stock market returns, with data from 15 countries representing both developed and emerging economies.1 We also examine the dynamic variation, if any in the nature of the...

Persistent link: https://www.econbiz.de/10012219567

Market power and fiscal policy in OECD countries

Afonso, António; Costa, Luis Filipe Pereira da - In: Applied economics 45 (2013) 31/33, pp. 4545-4555

Persistent link: https://www.econbiz.de/10010225046

Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534

Persistent link: https://www.econbiz.de/10011295329

The microstructure of exchange rate management : FX intervention and capital controls in Brazil

Roure, Calebe de; Furnagiev, Steven; Reitz, Stefan - In: Applied economics 47 (2015) 34/36, pp. 3617-3632

Persistent link: https://www.econbiz.de/10011293482

Macroeconomic surprises and stock market responses in view of global linkage : a study of Indian stock market

Pal, Santanu; Garg, Ajay K. - In: Cogent economics & finance 8 (2020) 1, pp. 1-28

both the Event Analysis and VAR model. We found that global surprises consistently dominate Indian stock market and the …

Persistent link: https://www.econbiz.de/10013179684

Interest rate setting in Egypt : a NARDL approach for estimating backward-looking monetary policy reaction function

Emam, Hebatalla Atef - In: Applied economics 53 (2021) 57, pp. 6655-6669

Persistent link: https://www.econbiz.de/10012697954

Pricing and hedging options with GARCH-stable proxy volatilities

Mozumder, Sharif; Kabir, Humayun; Dempsey, Michael - In: Applied economics 50 (2018) 56, pp. 6034-6046

Persistent link: https://www.econbiz.de/10012063384

Assessing monetary policies in the Eurozone, U.S., U.K. and Japan : new evidence from the post-crisis period

Salachas, Evangelos; Laopodis, Nikiforos; Kouretas, … - In: Applied economics 50 (2018) 59, pp. 6481-6500

Persistent link: https://www.econbiz.de/10012063438

Fear connectedness among asset classes

Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: Applied economics 50 (2018) 39, pp. 4234-4249

Persistent link: https://www.econbiz.de/10012060721

Macroeconomic surprises and stock market responses : a study on Indian stock market

Pal, Santanu Kumar; Garg, Ajay K. - In: Cogent economics & finance 7 (2019) 1, pp. 1-31

, and the dynamic effect is analyzed with VAR model. The result of the event analysis indicates that the monetary policy … event study, the VAR analysis found that the other macroeconomic surprise also affects stock return. The study also …

Persistent link: https://www.econbiz.de/10012023891