Showing 1 - 10 of 183
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01-2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it … activities to maximise returns and minimize exposure to uncertainty. Furthermore, since exchange rate volatility and the …
Persistent link: https://www.econbiz.de/10013081704
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01-2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it … activities to maximise returns and minimise exposure to uncertainty. Furthermore, since exchange rate volatility and the …
Persistent link: https://www.econbiz.de/10013063941
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01- 2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it … activities to maximise returns and minimise exposure to uncertainty. Furthermore, since exchange rate volatility and the …
Persistent link: https://www.econbiz.de/10009741957
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01-2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it … activities to maximise returns and minimize exposure to uncertainty. Furthermore, since exchange rate volatility and the …
Persistent link: https://www.econbiz.de/10009743845
American (LA) countries and the four largest economies in the world (namely the US, the Euro area, Japan and China) over the …
Persistent link: https://www.econbiz.de/10009666491
American (LA) countries and the four largest economies in the world (namely the US, the Euro area, Japan and China) over the …
Persistent link: https://www.econbiz.de/10009683383
American (LA) countries and the four largest economies in the world (namely the US, the Euro area, Japan and China) over the …
Persistent link: https://www.econbiz.de/10013097751
American (LA) countries and the four largest economies in the world (namely the US, the Euro area, Japan and China) over the …
Persistent link: https://www.econbiz.de/10013089557
This paper estimates a bivariate HEAVY system including daily and intra-daily volatility equations and its macro-augmented asymmetric power extension. It focuses on economic factors that exacerbate stock market volatility and represent major threats to financial stability. In particular, it...
Persistent link: https://www.econbiz.de/10012158736
Persistent link: https://www.econbiz.de/10014533276