Similar Search Results

Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence

Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316

Persistent link: https://www.econbiz.de/10012259034

Economic policy uncertainty and the Bitcoin-US stock nexus

Mokni, Khaled; Ajmi, Ahdi Noomen; Bouri, Elie; Xuan Vinh Vo - In: Journal of multinational financial management 57/58 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012597164

Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets

Zehri, Chokri - In: Montenegrin journal of economics 18 (2022) 2, pp. 175-189

Persistent link: https://www.econbiz.de/10013254592

On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets

Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10011300507

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: fresh evidence from the wavelet-based approach

Arshian Sharif; Aloui, Chaker; Yarovaya, Larisa - In: International review of financial analysis 70 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012317403

A Comparative Analysis of the Impact of Chinese and US Economic Policy Uncertainty on Stock Volatility : Evidence from Major Global Markets

Shi, Yujie; Wang, Liming - 2022

the volatility of eleven major stock markets. Both daily data and monthly data are utilized in this empirical research … located in Asia and elsewhere. The dynamic pattern of spillovers from EPU indices to stock volatility suggests the dominant …

Persistent link: https://www.econbiz.de/10013492152

Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets

Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014479044

An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries

Valadkhani, Abbas; Chen, George - In: International review of applied economics 28 (2014) 3, pp. 322-334

Persistent link: https://www.econbiz.de/10010355442

The stock market - oil prices variability relationship in the USA : the financial crisis effect

Mademlis, Dimitrios Kartsonakis; Dritsakis, Nikolaos - In: International journal of computational economics and … 13 (2023) 2, pp. 129-152

Persistent link: https://www.econbiz.de/10014307712

Asymmetric connectedness on the US stock market : bad and good volatility spillovers

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

Persistent link: https://www.econbiz.de/10010509638

1
2
3
4
5
6
7
8
9
10
Next
Last