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Does the stock market reward innovation? : European stock index reaction to negative news during the global financial crisis

Adcock, Christopher; Hua, Xiuping; Mazouz, Khelifa; … - In: Journal of international money and finance 49 (2014), pp. 470-491

Persistent link: https://www.econbiz.de/10010464927

Derivative activities and Chinese banks' exposures to exchange rate and interest rate movements

Adcock, C. J.; Hua, Xiuping; Mazouz, Khelifa; Yin, Shuxing - In: The European journal of finance 23 (2017) 7/9, pp. 727-751

Persistent link: https://www.econbiz.de/10011740196

Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis

Adcock, Christopher J. - 2014

This study uses data on 27 European stock indices over the period from January 2007 to December 2012 to investigate the relationship between innovations and the market reaction to negative news during the financial crisis. We use the bivariate BEKK-GARCH approach to estimate time-varying betas...

Persistent link: https://www.econbiz.de/10013052888

Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis

Adcock, Christopher; Hua, Xiuping; Mazouz, Khelifa; … - In: Journal of International Money and Finance 49 (2014) PB, pp. 470-491

Persistent link: https://www.econbiz.de/10011077107