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of bankruptcies. In this framework, we find that stock market volatility may damage the real economy if the stock market … is too relevant. In particular, an increase of volatility worsens the economic performance through the stock market …
Persistent link: https://www.econbiz.de/10011253063
(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …
Persistent link: https://www.econbiz.de/10009643213
return volatility. Besides, the increases in the STT rate have mixed effects on market efficiency, either improving or …
Persistent link: https://www.econbiz.de/10008506118
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and...
Persistent link: https://www.econbiz.de/10011108097
volatility for a sample of both net oil-exporting and net oil-importing countries between 1995:09 and 2013:07. We accomplish that …. The results for both stock market returns and volatility suggest that spillover effects vary across different time periods …
Persistent link: https://www.econbiz.de/10011112400
. India is taken as a case study. Although, there have been many studies which attempted to find out the relationship between … between the stock market and economic growth in India. The study reconfirms the traditional belief that the real economic … variables continue to affect the stock market in the post-reform era in India and also highlights the insignificance of certain …
Persistent link: https://www.econbiz.de/10011212585
examines four major crash in the US, Japan, Hong Kong and India. In addition, the paper also investigate the 1997 Asian crisis …
Persistent link: https://www.econbiz.de/10011259124
The paper analyses a new leximetric dataset for India relating to the protection of shareholders of the limited …
Persistent link: https://www.econbiz.de/10005837028
implications for the retail investors in India, over the post-liberalization period ranging 1993-2004. The estimations using …
Persistent link: https://www.econbiz.de/10005622109
examines four major crash in the US, Japan, Hong Kong and India. In addition, the paper also investigate the 1997 Asian crisis …
Persistent link: https://www.econbiz.de/10010601614