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The impact of political events on financial market volatility: Evidence using a Markov Switching process

Khalid, Ahmed M.; Rajaguru, Gulasekaran - 2010

This paper investigates the impact of political shocks (positive and negative) on financial markets. Using data from Pakistan for the period January 1999 to September 2006, we link ‘a’ political event to the financial market volatility. We use high frequency data from three indicators...

Persistent link: https://www.econbiz.de/10009441577

Seasoned equity offerings and market volatility

Eom, Chanyoung - 2011

x, 51 p. : ill.

Persistent link: https://www.econbiz.de/10009447408

The information content of cross-sectional volatility for future market volatility : evidence from Australian equity returns

Rahman, Md. Arifur - University of Western Sydney; University of Western Sydney - 2007

This paper presents research into the information content of firm-level and industry-level cross-sectional volatility (CSV) of daily equity returns for future market-level volatility in Australia. Using a conditional volatility framework that allows for commonly observed excess kurtosis in asset...

Persistent link: https://www.econbiz.de/10009481991

The link between NPD activities and market volatility : an empirical study

Hyland, Paul W.; Soosay, Claudine A.; Sloan, Terrence R.; … - University of Queensland; University of South Australia; … - 2008

New products are unquestionably imperative for business sustainability and success. Firms need to maintain their competitive advantage, and a major determinant of sustaining competitive advantage is the ability of the firm to develop and launch successful new products. There are highly volatile...

Persistent link: https://www.econbiz.de/10009482114

Customer Markets and the Real Effects of Monetary Policy Shocks

Hristov, Nikolay - 2008

-separability of the utility function, inflation aversion, nominal transaction frictions). The monograph is organized as follows … market share competition with the assumption that agent?s behavior is characterized by inflation aversion. Chapter IV is … devoted to the GMM estimation of crucial parameters of the inflation-aversion model of the previous chapter. A model featuring …

Persistent link: https://www.econbiz.de/10009482289

Formation and dispersion of expectations : an empirical analysis with special focus on inﬂation

Jonas Dovern - 2009

explain the development of inﬂation dynamics and the formation process of inﬂation expectations of households respectively. We …

Persistent link: https://www.econbiz.de/10009429015

Re-examination of the historical equity risk premium in Australia

Brailsford, T.; Handley, J. C.; Maheswaran, K. - 2008

In light of the ongoing debate over the value of the equity risk premium, its increasing use in the regulatory setting, and the impact of dividend imputation on the premium, this paper presents a timely new look at the historical equity risk premium in Australia, and provides an improved...

Persistent link: https://www.econbiz.de/10009448485

Measuring the equity risk premium with dividend discount models

Gálvez, Julio

Este trabajo evalúa la estimación de la prima de riesgo de la renta variable, es decir, el rendimiento esperado de la renta variable por encima del tipo libre de riesgo, utilizando el modelo de descuento de dividendos como marco organizativo. Comparo las estimaciones de la prima de riesgo de...

Persistent link: https://www.econbiz.de/10013210161

Integration of hydrothermal energy economics related quantitative studies

2007

An evaluation of the existing hydrothermal energy economics related quantitative studies is provided. The objective is to present the similarities and differences in methodology and assumptions, and explain the impact of these differences on the energy price estimates. A brief summary of the...

Persistent link: https://www.econbiz.de/10009436375

Geothermal probabilistic cost study

Orren, L.H.; Ziman, G.M.; Jones, S.C.; Lee, T.K.; Noll, R. - 2007

A tool is presented to quantify the risks of geothermal projects, the Geothermal Probabilistic Cost Model (GPCM). The GPCM model is used to evaluate a geothermal reservoir for a binary-cycle electric plant at Heber, California. Three institutional aspects of the geothermal risk which can shift...

Persistent link: https://www.econbiz.de/10009436921

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