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Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high

Ozocak, Onem - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015372120

Is anyone surprised? : the high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices

DeBruin Martos, Blake; Sekkel, Rodrigo; Stern, Henry; … - 2025

Persistent link: https://www.econbiz.de/10015373067

Sectoral corporate profits and long-run stock return volatility in the United States : a GARCH-MIDAS approach

Salisu, Afees A.; Isah, Kazeem O.; Ogbonna, Ahamuefula … - In: Journal of forecasting 44 (2025) 2, pp. 623-634

Persistent link: https://www.econbiz.de/10015374070

The dynamic interdependence structure and risk spillover effect between Sino-US stock markets

Chen, Menggen; Zhou, Yuanren - In: International journal of emerging markets 19 (2024) 10, pp. 2734-2777

Persistent link: https://www.econbiz.de/10015376213

Do price jumps matter in volatility forecasts of US treasury futures?

Zhang, Xueer; Hung, Jui-Cheng; Chiu, Chien-Liang - In: The journal of futures markets 45 (2025) 4, pp. 326-342

Persistent link: https://www.econbiz.de/10015376629

US-China tensions and stock market co-movement between the US and China : insights from a DCC-DAGARCH-MIDAS model

Xu, Jiawei; Bouri, Elie; Fang, Libing; Gupta, Rangan - 2025

Persistent link: https://www.econbiz.de/10015422768

What drives the correlation of stock and bond returns in the US and UK markets?

Kountouris, Spyridon; Alexiou, Constantinos; Vogiazas, … - In: Athens journal of business & economics : AJBE 11 (2025) 2, pp. 211-222

Persistent link: https://www.econbiz.de/10015441807

US sectoral stock market volatility and geopolitical risk categories

Chatziantoniou, Ioannis; Gabauer, David; Stenfors, Alexis - In: Finance research letters 76 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015408915

Market volatility and crisis dynamics : a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia-Ukraine war periods

Khan, Muhammad Niaz - In: Future business journal 10 (2024) 1, pp. 1-15

The objective of this paper is to explore the interconnectedness of volatility among the stock markets of U.S., China, India, and Pakistan in conjunction with oil and gold markets. Employing the novel Time-Varying Parameter Vector Autoregression (TVP-VAR) model for assessing connectedness, the...

Persistent link: https://www.econbiz.de/10015411145

AN EMPIRICAL ANALYSIS OF U.S. EQUITY MARKET SPILLOVER EFFECTS INTO THE EQUITY AND LABOR MARKETS OF BRAZIL

Bangura, Alhassan; Curci, Roberto - In: Latin American financial markets : developments in …, (pp. 365-381). 2005

This study examines transmission of U.S. equity markets returns and volatility into Brazilian equity and labor markets. Monthly closing prices of U.S. S&P500 and Bovespa indexes are used to proxy U.S. and Brazilian equity market returns. Brazilian monthly unemployment rates and the average wage...

Persistent link: https://www.econbiz.de/10015386042