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Revisiting the relationship between risk and return
Malik, Farooq - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
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Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
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Investigation of forecasted risk interrelationship : base on GARCH model, causality in China markets
Lin, Shu-shian - In: Journal of business economics and management 15 (2014) 5, pp. 853-861
Persistent link: https://www.econbiz.de/10010483694
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The only certainty is uncertainty : An analysis of the impact of COVID-19 uncertainty on regional stock markets
Szczygielski, Jan Jakub; Bwanya, Princess Rutendo; … - In: Finance research letters 43 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10014632284
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Political news and stock market reactions : evidence from Turkey over the period 2008-2017
Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98
nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH … volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …
Persistent link: https://www.econbiz.de/10012131511
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Oil-stock nexus in an oil-rich country : does geopolitical risk matter in terms of investment horizons?
Aloui, Chaker; Ben Hamida, Hela - In: Defence and peace economics 32 (2021) 4, pp. 468-488
Persistent link: https://www.econbiz.de/10012607758
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Structural breaks in an endogenous growth model
Cogley, Timothy; Jovanovic, Boyan - In: The review of economic studies : RES 89 (2022) 2, pp. 666-694
Persistent link: https://www.econbiz.de/10013188852
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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
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Volatility spillovers, structural breaks and uncertainty in technology sector markets
Arnell, Linn; Engström, Emma; Uddin, Mohammed Gazi Salah; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-31
This study uses the dynamic conditional correlation to investigate how technology subsector stocks interact with fnancial assets in the face of economic and fnancial uncertainty. Our results suggest that structural breaks have diverse efects on fnancial asset connectedness and that the level of...
Persistent link: https://www.econbiz.de/10014525024
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An econometric approach to macroeconomic risk. A cross country study
Carrera, Jorge Eduardo; Cusolito, Ana Paula; Féliz, Mariano - Volkswirtschaftliche Fakultät, … - 2001
A contribution to the study of volatility and country risk is made in order to achieve a successful crosscountry … the series persistence and volatility. Comparing a traditional risk indicator to our suggested one we find that the … probabilistic distribution different from intrinsic GDP volatility. Clusters arrangement is different with some risk country …
Persistent link: https://www.econbiz.de/10005621868