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Investors’ Risk Appetite and Global Financial Market Conditions
González-Hermosillo, Brenda - 2008
volatility risks), contagion effects, and idiosyncratic factors. While idiosyncratic factors explain a large amount of the …
Persistent link: https://www.econbiz.de/10014400361
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Cross-Border financial effects of global warming
Carnevali, Emilio; Deleidi, Matteo; Pariboni, Riccardo; … - 2019 - Last revision: 18 Feb 2019
We develop an ecological open-economy SFC model that enables testing cross-area interactions among productive sectors, financial markets and the ecosystem. We show that the unequal technical progress across areas, coupled with rising ecological awareness, can force governments of less...
Persistent link: https://www.econbiz.de/10011979208
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Modeling exchange rate volatility in CEEC countries : impact of global financial and European sovereign debt crisis
Miletić, Siniša - In: Megatrend revija 12 (2015) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10011308580
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Can equity be safe-haven for investment?
Janani Sri S.; Kayal, Parthajit; Balasubramanian, G. - In: Journal of emerging market finance 21 (2022) 1, pp. 32-63
Persistent link: https://www.econbiz.de/10013171276
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …
Persistent link: https://www.econbiz.de/10012384430
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The currency composition of international portfolio assets
Galstyan, Vahagn; Mehigan, Caroline; Mercado, Rogelio … - 2017
Persistent link: https://www.econbiz.de/10011631595
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Identification of global and national shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - 2017
Persistent link: https://www.econbiz.de/10011673310
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Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - In: Journal of financial econometrics 17 (2019) 3, pp. 462-494
Persistent link: https://www.econbiz.de/10012054816
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Dynamic responses of major equity markets to the US fear index
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23
This study examines the reaction of four major equity markets of the world to the US equity market fear index, i ….e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility … estimation show that, in the first and second subperiods that cover from 6/2013 through 5/2016, equity market volatility in the …
Persistent link: https://www.econbiz.de/10012173007