Showing 1 - 10 of 10,072
Persistent link: https://www.econbiz.de/10010460154
Persistent link: https://www.econbiz.de/10011458503
Persistent link: https://www.econbiz.de/10010429279
Purpose This paper examines the impact of political instability on the investors' behavior, measured by Google search queries, and on the dynamics of stock market returns. Design/methodology/approach First, by using the DCC-GARCH model, the authors examine the effect of investor sentiment on the...
Persistent link: https://www.econbiz.de/10012395335
Persistent link: https://www.econbiz.de/10011579395
Persistent link: https://www.econbiz.de/10011578463
Persistent link: https://www.econbiz.de/10011578701
Persistent link: https://www.econbiz.de/10011868842
Persistent link: https://www.econbiz.de/10012115029
We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...
Persistent link: https://www.econbiz.de/10009636551