Narrow search
Showing 1 - 10 of 12,174
Cover Image
Impact of financial market uncertainty and macroeconomic factors on stock-bond correlation in emerging markets
Dimic, Nebojsa; Kiviaho, Jarno; Piljak, Vanja; Äijö, Janne - In: Research in international business and finance 36 (2016), pp. 41-51
Persistent link: https://www.econbiz.de/10011594241
Cover Image
Stock and bond returns correlation in Korea : local versus global risk during crisis periods
Park, Keehwan; Fang, Zhongzheng; Ha, Young Ho - In: Journal of Asian economics 65 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012257798
Cover Image
Uncertainty and durable consumption in the great depression
Ejarque, João - 1997
Persistent link: https://www.econbiz.de/10000960754
Cover Image
Financial stability risks from housing market cycles
Thornley, Michael - In: Bulletin / Reserve Bank of New Zealand 79 (2016) 12, pp. 2-16
Persistent link: https://www.econbiz.de/10011506318
Cover Image
The threat of financial contagion to emerging Asia's local bond markets : spillovers from global crises
Azis, Iwan J.; Mitra, Sabyasachi; Baluga, Anthony; … - 2013
This paper employs multivariate GARCH models with a BEKK specification to show significant shock and volatility … markets from shock and volatility spillovers in mature markets is real. Although emerging Asian local bond market volatilities … are more determined by their own respective shocks and volatilities, in some markets the direct shock and volatility …
Persistent link: https://www.econbiz.de/10009696941
Cover Image
Asymmetric effects of uncertainty shocks : normal times and financial disruptions are different
Nalban, Valeriu; Smădu, Andra - In: Journal of macroeconomics 69 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013274624
Cover Image
On portfolio frictions, asset returns and volatility
Eyquem, Aurélien; Poilly, Céline; Belianska, Anna - In: European economic review : EER 160 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014461518
Cover Image
War Discourse and Disaster Premia : 160 Years of Evidence from Stock and Bond Markets
Hirshleifer, David; Mai, Dat; Pukthuanthong, Kuntara - National Bureau of Economic Research - 2023
valuation of disaster risk. Focusing on media discourse addresses the challenge of sample size even when major disasters are …
Persistent link: https://www.econbiz.de/10014287305
Cover Image
The dynamics of emerging stock markets : empirical assessments and implications
Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - 2010
Persistent link: https://www.econbiz.de/10003888269
Cover Image
The Dynamics of Emerging Stock Markets : Empirical Assessments and Implications
Arouri, Mohamed - 2010
Stock Market Efficiency.- Chapter 6 Stock Market Volatility.- Chapter 7 Globalization and Market Integration.- Chapter 8 …
Persistent link: https://www.econbiz.de/10013521320