Similar Search Results

Do macro shocks matter for equities?

Dison, Will; Theodoridis, Konstantinos - 2017

Persistent link: https://www.econbiz.de/10011912881

Liquidity creation and financial instability

Becke, Susanne von der - 2015

Persistent link: https://www.econbiz.de/10011420133

Central bank communication and correlation between financial markets : Canada and the United States

Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - In: International economics and economic policy : IEEP 10 (2013) 2, pp. 277-296

Persistent link: https://www.econbiz.de/10009754633

Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China

Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53

Persistent link: https://www.econbiz.de/10012241621

Does People's Bank of China communication matter? : evidence from stock market reaction

Bennani, Hamza - In: Emerging markets review 40 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012313185

The impact of monetary policy interventions on banking sector stocks : an empirical investigation of the COVID-19 crisis

O'Donnell, Niall; Shannon, Darren; Sheehan, Barry - In: Financial innovation : FIN 10 (2024), pp. 1-41

Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal is based on using the best econometric and machine...

Persistent link: https://www.econbiz.de/10014535329