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Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel - In: International review of financial analysis 42 (2015), pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
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An Analysis of the VIX Volatility Index on the US Treasuries, Specifically During the Periods of Quantitative Easing
Soper, Carolyne - 2015
Volatility is a concern of many investors. In turbulent financial times there can be a flight from the equity market to treasury bonds in order to provide greater security, liquidity and guarantee of returns. Calculated as a weighted average of put and call options on the S&P 500 Index, the VIX...
Persistent link: https://www.econbiz.de/10013013451
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Die praktische Relevanz von Nachhaltigkeit für die Teilnehmer des europäischen Kapitalmarkts : sind Kapitalmarktreaktionen auf nachhaltige Unternehmensführung messbar?
Eiselt, Andreas; Kaspereit, Thomas - In: Jenseits des Elfenbeinturms : universitäre Forschung …, (pp. 161-198). 2016
Persistent link: https://www.econbiz.de/10011542694
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An anatomy of the "S&P game" : the effects of changing the rules
Beneish, Messod D. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1909-1930
Persistent link: https://www.econbiz.de/10001211760
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The S&P 500 effect : not such good news in the long run
Cooper, Daniel; Woglom, Geoffrey Richard H. - 2002
Persistent link: https://www.econbiz.de/10001714751
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New evidence on stock price effects associated with changes in the S&P 500 Index
Lynch, Anthony W. - In: The journal of business : B 70 (1997) 3, pp. 351-383
Persistent link: https://www.econbiz.de/10001221685
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The Impact of Macroeconomic News on US Interest Rates and Stock Indices Conditional on Their Volatility
Lubochinsky, Catherine - 2012
This paper investigates the impact of macroeconomic news on the dynamics of interest rates and stock returns during "low" and "high" volatility periods. These periods are determined by estimating asset dynamics using a SWARCH process. Our results suggest that securities volatility is higher...
Persistent link: https://www.econbiz.de/10013108222
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Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
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Does joining the S&P 500 index hurt firms?
Bennett, Benjamin; Stulz, René M.; Wang, Zexi - 2020
Persistent link: https://www.econbiz.de/10012265412
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Kapitalmarktfaktor Moral? : Kursimplikation ethisch relevanter Aspekte auf dem Kapitalmarkt
Hawliczek, Jens W. (contributor) - 2008
Moral und Ökonomie -- Moralische Präferenzen auf Kapitalmärkten: Relevanz und Auswirkungen auf der Mikroebene -- Moralische Präferenzen auf Kapitalmärkten: eine theoriebasierte Betrachtung der induzierten Auswirkungen auf der Makroebene -- Systematische Kapitalmarktreaktionen auf...
Persistent link: https://www.econbiz.de/10013516951