The aim of this paper is to assess the effectiveness and risk in the stock exchange market in Central and Eastern … and the risk and investment effectiveness analysis in the stock exchange market in CEE with regard to NYSE2‑LSE‑HKSE2 … to investment risk, the stock exchanges in CEE, due to dynamic development, are improving their investment position with …

This study explores the impact of real economic policy (business condition risk) on the oil-stock nexus risk … the effects of global risk indices, such as the US economic uncertainty index, the crude oil volatility index, and the … geopolitical risk index, on risk connectedness. The study is based on daily data from January 2018 to December 2020 and finds a …

The paper analyses the drivers of sovereign risk for 31 advanced and emerging economies during the European sovereign … markets. Finally, empirical models with economic fundamentals generally do a poor job in explaining sovereign risk in the pre …-crisis period for European economies, suggesting that the market pricing of sovereign risk may not have been fully reflecting …

This study is the first attempt to investigate stock market returns and liquidity reactions to the announcements of … negative effect on market liquidity. The impacts appeared to be heterogenous across countries income groups. Particularly …, stock market returns and liquidity in advanced economies reacted strongly to the implemented measures compared to emerging …

alleviates the liquidity constraint …

flows, market-implied sovereign risk, and stock prices. We find that these factors played an important role, particularly …

relatively more than measures of corporate governance and political risk …