Similar Search Results

Empirical analysis of interdependency and volatility among Asian stock markets

Chiang, Thomas C.; Jiang, Christine X. - In: Review of Pacific Basin financial markets and policies 1 (1998) 4, pp. 437-459

Persistent link: https://www.econbiz.de/10001382106

Estimating Fluctuating Volatility Time Series Returns for a Cluster of International Stock Markets : A Case Study for Switzerland, Austria, China and Hong Kong

BADARLA, Suresh; NATHWANI, Bharti; Trivedi, Jatin; … - 2022

stock markets, such as: Switzerland, Austria, China and Hong Kong. The paper demonstrates statistical modeleling in order to … selected daily closing return collected for the main indices of stock markets in Switzerland, Austria, China and Hong Kong for …

Persistent link: https://www.econbiz.de/10013290005

Stock market evidence on the international transmission channels of US monetary policy surprises

Maurer, Tim Dominik; Nitschka, Thomas - 2021

This working paper evaluates the economic sources of the stock market responses of 40 countries to surprises in the fed funds rate (FFR), the Fed's forward guidance (FG) and large-scale asset purchases (LSAP). We decompose stock market returns into different components reflecting investors'...

Persistent link: https://www.econbiz.de/10012520011