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Effects of economic instability on stock market under different Regimes : MS-GARCH approach

Kayalidere, Koray; Güleç, Tuna Can; Erer, Elif - In: The empirical economics letters : a monthly … 17 (2018) 2, pp. 177-185

Persistent link: https://www.econbiz.de/10011912854

Finanzmarktvolatilität und monetäre Unsicherheit

Kratz, Karlheinz - 1994

Persistent link: https://www.econbiz.de/10013428800

The Great Moderation and Leptokurtosis after GARCH Adjustment

Fang, Wen-Shwo - 2010

Recently, Fagiolo et al. (2008) find fat tails of economic growth rates after adjusting for outliers, autocorrelation, and heteroskedasticity. This paper employs US quarterly real output growth, showing that this finding of fat tails may reflect the Great Moderation. That is, leptokurtosis...

Persistent link: https://www.econbiz.de/10012757983

Stock price changes and trading volume in context of India's economic liberalization and its emergent impact

Memcha L.; Sharma, L. Jibon Kumar - In: Finance India : the quarterly journal of Indian … 20 (2006) 1, pp. 99-118

Persistent link: https://www.econbiz.de/10003362998

Time-varying volatility and the impact of economic reform of the New Zealand stock market

Brailsford, Timothy J. - 1995

Persistent link: https://www.econbiz.de/10000943525

Economic uncertainty and structural reforms : evidence from stock market volatility

Bonfiglioli, Alessandra; Crinò, Rosario; Gancia, Gino … - In: Quantitative economics : QE ; journal of the … 13 (2022) 2, pp. 467-504

market volatility. To identify causality, we exploit exogenous differential variation in countries' exposure to foreign … volatility shocks due to predetermined and time‐invariant bilateral characteristics. Across all specifications, we find that … stock market volatility has a positive and significant effect on the adoption of reforms. This result is robust to the …

Persistent link: https://www.econbiz.de/10013382041