Narrow search
Showing 1 - 10 of 11,718
Cover Image
Investment strategies and determinants in capital markets
Grabellus, Markus - 2014
Persistent link: https://www.econbiz.de/10010486731
Cover Image
The influence of central bank monetary policy announcements on cryptocurrency return volatility
Corbet, Shaen; McHugh, Grace; Meegan, Andrew - In: Investment management and financial innovations 14 (2017) 4, pp. 60-72
Persistent link: https://www.econbiz.de/10011876256
Cover Image
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017 - This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Cover Image
The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - 2002
differences of opinion is left, and hence volatility is decreased. …
Persistent link: https://www.econbiz.de/10011544322
Cover Image
A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus; Hess, Dieter - 2001
differences of opinion is left, and hence volatility is decreased. …
Persistent link: https://www.econbiz.de/10011446937
Cover Image
Asymmetry and leverage with news impact curve perspective in Australian stock returns' volatility during COVID-19
Iqbal, Najam; Manzoor, Muhammad Saqib; Bhatti, Muhammad … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-15
This paper studies the effect of COVID-19 on the volatility of Australian stock returns and the effect of negative and … positive news (shocks) by investigating the asymmetric nature of the shocks and leverage impact on volatility. We employ a … than the GARCH model in estimating the volatility of the Australian stock returns. However, another interesting finding is …
Persistent link: https://www.econbiz.de/10012622818
Cover Image
Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
Cover Image
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
volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-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
Cover Image
Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
Cover Image
Do interventions contain information? : Evidence from the Australian foreign exchange market
Murphy, Jonathan - 1997
Persistent link: https://www.econbiz.de/10000955883