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Tackling the volatility paradox: spillover persistence and systemic risk

Kubitza, Christian - 2021 - This version: April 13, 2021

builds up, during the run-up phase of crises and asset price bubbles, and increases when systemic risk materializes …

Persistent link: https://www.econbiz.de/10012499703

How does the macroeconomy respond to stock market fluctuations? : the role of sentiment

Pan, Wei-Fong - In: Macroeconomic dynamics 24 (2020) 2, pp. 421-446

Persistent link: https://www.econbiz.de/10012193903

Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles

Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - In: Quantitative finance and economics 2 (2018) 1, pp. 1-105

Persistent link: https://www.econbiz.de/10012137897

Have stock markets become less volatile after the Great Recession?

Aldeehani, Talla M. - In: Research in world economy 10 (2019) 3, pp. 10-25

Persistent link: https://www.econbiz.de/10012233335

Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market

Dickinson, David L.; Chaudhuri, Ananish; … - 2017

asset market bubbles occur in all sessions, but global markets had significantly more extreme and longer duration valuation … bubbles. Additionally, subjects at the most suboptimal times-of-day held significantly more asset shares in their portfolios …

Persistent link: https://www.econbiz.de/10011731909