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Hedging downside risk : futures vs. options
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: International review of economics & finance : IREF 10 (2001) 2, pp. 159-169
Persistent link: https://www.econbiz.de/10001583340
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …
Persistent link: https://www.econbiz.de/10013397677
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Excess long real rate volatiliy
Smoluk, Herbert J. - In: Journal of multinational financial management 9 (1999) 2, pp. 155-176
Persistent link: https://www.econbiz.de/10001373398
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Social security privatization and financial market risk : lessons from US financial history
Burtless, Gary - 2000
A popular proposal for reforming social security is to supplement or replace traditional publicly financed benefits with a new system of mandatory defined-contribution private pensions. Proponents claim that private plans offer better returns than traditional social security. To achieve higher...
Persistent link: https://www.econbiz.de/10011433577
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The ins and outs of German unemployment : a transatlantic perspective
Hertweck, Matthias S.; Sigrist, Oliver - In: Oxford economic papers 67 (2015) 4, pp. 1078-1095
Persistent link: https://www.econbiz.de/10011346795
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Reconciling the divergence in aggregate US wage series
Champagne, Julien; Kurmann, André; Stewart, Jay Charles - 2016
divergence in growth and volatility. The results have important implications for the appropriate choice of aggregate wage series …
Persistent link: https://www.econbiz.de/10011452713
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Equity price dynamics before and after the introduction of the Euro : a note
Cheung, Yin-Wong; Westermann, Frank - 2001
volatility and the persistence of the German stock index have fallen significantly relative to those of the U.S. index. However …
Persistent link: https://www.econbiz.de/10010440968
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A multivariate stochastic volatility model applied to a panel of S&P500 stocks in different industries
Öztürk, Serda S.; Stengos, Thanasēs - In: International review of finance 17 (2017) 3, pp. 479-490
Persistent link: https://www.econbiz.de/10011807172
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Comovements and volatility spillovers between oil prices and stock markets : further evidence for oil-exporting and oil-importing countries
Guesmi, Khaled - In: Emerging markets and the global economy, (pp. 371-382). 2014
Persistent link: https://www.econbiz.de/10010434644
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Comparing high frequency data of stocks that are traded simultaneously in the US and Germany : simulated versus empirical data
Rieger, Jörg; Rüchardt, Kirsten; Vogt, Bodo - In: Eurasian economic review : a journal of the Eurasia … 1 (2011) 2, pp. 126-142
Persistent link: https://www.econbiz.de/10010340017