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Financial marketś appetite for risk : and the challenge of assessing its evolution by risk appetite indicators

Uhlenbrock, Birgit - 2009

improvements. The present paper seeks to contribute to this evolution, focusing on the “Global Risk Appetite Index” (GRAI) class of …

Persistent link: https://www.econbiz.de/10003857724

Global financial stress index and long-term volatility forecast for international stock markets

Liang, Chao; Luo, Qin; Li, Yan; Luu Duc Toan Huynh - In: Journal of international financial markets, … 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014482967

International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10009507847

Boom-bust cycles and their explanatory factors in the Tunisan stck market

Hammami, Haifa; Boujelbene, Younes - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10009746345

Price jump indicators : stock market empirics during the crisis

Novotný, Jan; Hanousek, Jan; Kočenda, Evžen - 2013

Persistent link: https://www.econbiz.de/10009788480

The distribution of uncertainty : evidence from the VIX options market

Völkert, Clemens - In: The journal of futures markets 35 (2015) 7, pp. 597-624

Persistent link: https://www.econbiz.de/10011405459

Stock prices as a leading indicator of the East Asian financial crisis

Broome, Simon J.; Morley, Bruce - 2003

Persistent link: https://www.econbiz.de/10001928195

The Distribution of Uncertainty : Evidence from the VIX Options Market

Völkert, Clemens - 2017

This paper investigates the informational content implied in the risk-neutral distribution of the VIX, a leading barometer of economic uncertainty. We extract the risk-neutral distribution from VIX option prices over the sample period from 2006 to 2011 using a non-parametric approach. We analyze...

Persistent link: https://www.econbiz.de/10012975080

An exploration of dynamic relationships between macroeconomic variables and stock prices in Korea revisited

Lee, Jung Wan; Brahmasrene, Tantatape - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 10, pp. 23-34

Persistent link: https://www.econbiz.de/10012671332

Predicting stock market crises using daily stock market valuation and investor sentiment indicators

Fu, Junhui; Zhou, Qingling; Liu, Yufang; Wu, Xiang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012659074

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