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Global equity market volatility spillovers : a broader role for the United State

Buncic, Daniel; Gisler, Katja I. M. - 2015

Persistent link: https://www.econbiz.de/10011289264

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

the US market (i.e., the S&P 500 spot return and the VIX from the S&P 500 options) play a key role in predicting the level …

Persistent link: https://www.econbiz.de/10011376746

Facts and fantasies about gold

Klement, Joachim - In: Journal of risk & control 1 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010509214

Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises

Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392

Persistent link: https://www.econbiz.de/10010492635

US stock market uncertainty and cross-market European stock returns

Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14

Persistent link: https://www.econbiz.de/10011297727

How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?

Sakurai, Yuji - In: Journal of international financial markets, … 75 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012820927

Chinese economic policy uncertainty and the cross-section of U.S. asset returns

Lee, Kiryoung; Jeon, Yoontae; Nam, Eun-Young - In: International review of economics & finance : IREF 76 (2021), pp. 1063-1077

Persistent link: https://www.econbiz.de/10013176785

Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets

Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16

This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...

Persistent link: https://www.econbiz.de/10012292914

Measuring and trading volatility on the US stock market : a regime switching approach

Dapena, José P.; Serur, Juan A.; Siri, Julián R. - 2018

Persistent link: https://www.econbiz.de/10011905061

US implied volatility as a predictor of international returns

Dicle, Mehmet F. - In: Quantitative finance and economics 1 (2017) 4, pp. 388-402

Persistent link: https://www.econbiz.de/10012137841

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