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Investors' risk perceptions in the US and global stock market integration

Marfatia, Hardik A. - In: Research in international business and finance 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012548544

The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach

Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013286183

Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks

Bales, Stephan; Burghartz, Kaspar; Burghof, Hans-Peter; … - In: Research in international business and finance 65 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014432626

Better the devil you know : the influence of political incumbency on Australian financial market uncertainty

Smales, Lee A. - In: Research in international business and finance 33 (2015), pp. 59-74

Persistent link: https://www.econbiz.de/10011325891

Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity

González Sánchez, Mariano; Nave Pineda, Juan M.; … - In: Research in international business and finance 53 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012549830

Forecasting stock market volatility under parameter and model uncertainty

Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: Research in international business and finance 66 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014463139

On the different impact of local and national sources of policy uncertainty on sectoral stock volatility

Sabani, Nazmie; Bales, Stephan; Burghof, Hans-Peter - In: Research in international business and finance 72 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015065744

Partisan conflict, trade policy uncertainty, and the energy market

Yang, Cai; Zhang, Hongwei; Qin, Yun; Niu, Zibo - In: Research in international business and finance 71 (2024), pp. 1-23

This paper investigates the time-varying effects of partisan conflict (PC) and trade policy uncertainty (TPU) on the energy market from January 2000 to July 2021 by employing a time-varying parameter vector autoregressive model with stochastic volatility. The results show that the pass-through...

Persistent link: https://www.econbiz.de/10015061705

Are there periodically collapsing bubbles in the REIT markets? : new evidence from the US

Xie, Zixiong; Chen, Shyh-Wei - In: Research in international business and finance 33 (2015), pp. 17-31

Persistent link: https://www.econbiz.de/10011325894

Large scale mean-variance strategies in the U.S. stock market

Pezzo, Luca; Wang, Lei; Zirek, Duygu - In: Research in international business and finance 66 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014462513

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