Similar Search Results

FX Market Returns and Their Relationship to Investor Fear

Smales, Lee A. - 2016

This note examines the relationship between changes in levels of investor fear (measured by VIX) and FX market returns. Our empirical results indicate a negative relationship between daily returns on high-interest rate (investing) currencies and changes in VIX, while the association is positive...

Persistent link: https://www.econbiz.de/10013001940

FX market returns and their relationship to investor fear

Smales, Lee A.; Kininmonth, Jardee N. - In: International review of finance 16 (2016) 4, pp. 659-675

Persistent link: https://www.econbiz.de/10011713817

Asset price effects of peer benchmarking : evidence from a natural experiment

Acharya, Sushant; Pedraza Morales, Alvaro Enrique - 2015

Persistent link: https://www.econbiz.de/10010513313

Herd behavior and idiosyncratic volatility

Huang, Teng-Ching; Lin, Bing-huei; Yang, Tung-Hsiao - In: Journal of business research : JBR 68 (2015) 4, pp. 763-770

Persistent link: https://www.econbiz.de/10010505007

Does speculation in the oil market drive investor herding in emerging stock markets?

Balcılar, Mehmet; Demirer, Rıza; Ulussever, Talat - In: Energy economics 65 (2017), pp. 50-63

Persistent link: https://www.econbiz.de/10011803885

Exchange rate volatility and growth in emerging Europe and East Asia

Schnabl, Gunther (contributor) - 2007

Persistent link: https://www.econbiz.de/10003498749

Volatility transmission and herding contigion during the global financial crises

Abbes, Mouna Boujelbène - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 138-161

Persistent link: https://www.econbiz.de/10009746408

Is there an asymmetric effect of exchange rate volatility on exports and imports in the Central, East and Southeast European countries?

Kurtović, Safet; Maxhuni, Nehat; Halili, Blerim; … - In: Post-communist economies 35 (2023) 6, pp. 597-618

Persistent link: https://www.econbiz.de/10014340395

Institutional herding and risk-return relationship

Huang, Teng-Ching; Wu, Ching-Chih; Lin, Bing-huei - In: Journal of business research : JBR 69 (2016) 6, pp. 2073-2080

Persistent link: https://www.econbiz.de/10011471695

Conditional price volatility, speculation, and excessive speculation in commodity markets : sheep or shepherd behaviour?

Algieri, Bernardina - In: International review of applied economics 30 (2016) 2, pp. 210-237

Persistent link: https://www.econbiz.de/10011472467

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