Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10011505963
Persistent link: https://www.econbiz.de/10003853413
Persistent link: https://www.econbiz.de/10003612772
Persistent link: https://www.econbiz.de/10009304461
Persistent link: https://www.econbiz.de/10002125844
Persistent link: https://www.econbiz.de/10001697045
Persistent link: https://www.econbiz.de/10001784100
Persistent link: https://www.econbiz.de/10002066686
This study examines how the U.S. macroeconomic news releases affect uncertainty in domestic and foreign stock exchanges. For that purpose, the behavior of the implied volatilities from the U.S. and Finnish markets is investigated around the employment, producer price index (PPI) and consumer...
Persistent link: https://www.econbiz.de/10013004306
This study examines whether the United States (US) macroeconomic news announcements affect volatilities of emerging stock markets in the Asia-Pacific region. For this purpose, the behavior of GARCH volatilities of nine major emerging markets (China, India, Indonesia, Malaysia, Pakistan,...
Persistent link: https://www.econbiz.de/10014235474