Similar Search Results

The Impacts of Climate Policy Uncertainty on Return, Volatility, Correlation and Tail Dependence of China's and Us Stock Markets

Xu, Xin; Huang, Shupei; Lucey, Brian M.; Haizhong, An - 2022

, volatility, correlation and tail dependence of China’s and US stock markets are investigated and compared by adopting GARCH (1 …) For China, high CPU decreases current stock market return and increases volatility but decreases it in the future. It … volatility in short term, decreases volatility in 5 months and increases it again after 6 months. Both low and high CPU could …

Persistent link: https://www.econbiz.de/10013289708

Robust global mood influences in equity pricing

Dowling, Michael; Lucey, Brian M. - In: Journal of multinational financial management 18 (2008) 2, pp. 145-164

Persistent link: https://www.econbiz.de/10003710618

The domino effect : analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world

Yadav, Miklesh Prasad; Rao, Amar; Abedin, Mohammad Zoynul; … - In: Finance research letters 55 (2023) 2, pp. 1-5

Persistent link: https://www.econbiz.de/10014473437

Herding behavior, market sentiment and volatility : will the bubble resume?

Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131

Persistent link: https://www.econbiz.de/10011938084

The impacts of climate policy uncertainty on stock markets : comparison between China and the US

Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014462184

Dynamics and determinants of spillovers across the option-implied volatilities of US equities

Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264

Persistent link: https://www.econbiz.de/10012416566

How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; viviani, jean-laurent - 2022

In this study, we attempt to revisit how dependent the US stock market returns are on climate change-related risks (CCRR). In this regard, we use a spillover and connectedness network analysis to assess the strength of the causal effect and transmission pathway of CCRR proxies (green index,...

Persistent link: https://www.econbiz.de/10013406460

Trading volume and the predictability of return and volatility in the cryptocurrency market

Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346

Persistent link: https://www.econbiz.de/10012419202

Return and volatility spillovers in industrial metals

Lucey, Brian M. - 2014

Persistent link: https://www.econbiz.de/10010441322

Do US macroeconomic surprises influence equity returns? : an exploratory analysis of developed economies

Singh, Manohar; Nejadmalayeri, Ali; Lucey, Brian M. - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 476-485

Persistent link: https://www.econbiz.de/10010374752

1
2
3
4
5
6
7
8
9
10
Next
Last