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Information sales and insider trading with long-lived information
Cespa, Giovanni (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564894
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Does capital account openness lower inflation?
Gupta, Abhijit Sen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003416349
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News shocks and asset price volatility in general equilibrium
Matsumoto, Akito; Cova, Pietro; Pisani, Massimiliano; … - 2011
Persistent link: https://www.econbiz.de/10009533805
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Global oil market and the US stock returns
Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015
This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...
Persistent link: https://www.econbiz.de/10011391816
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International R&D spillovers and asset prices
Gavazzoni, Federico; Santacreu, Ana Maria - 2015
Persistent link: https://www.econbiz.de/10011398703
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Linkages among stock markets
Gjerde, Øystein; Sættem, Frode - 1995
Persistent link: https://www.econbiz.de/10000925600
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What triggers stock market jumps?
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; … - 2021
Persistent link: https://www.econbiz.de/10012588173
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Turbulence in the financial markets : cross-country differences in market volatility in response to COVID-19 pandemic policies
Bickley, Steve J.; Brumpton, Martin; Chan, Ho Fai; … - 2020
each and every continent of the world. The economic and financial market response has been equally disastrous and turbulent …
Persistent link: https://www.econbiz.de/10012256711
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Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - 2019 - This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012203966