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that, after monetary policy announcements, the conditional volatility rises more for firms with stickier prices than for …
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We show that after monetary policy announcements, the conditional volatility of stock market returns rises more for …
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that, after monetary policy announcements, the conditional volatility rises more for firms with stickier prices than for …
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The paper explores the long versus short-term attributes of the airline industry exposure to oil price risk in a … investigate the long-term equilibrium relationship between airline companies' stock prices, oil price risk, financial market … volatility, currency risk, inflation, and maturity risk. The negative impact of oil price risk on airlines' stock prices is …
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