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Persistent link: https://www.econbiz.de/10012500847

Learning from prices and the dispersion in beliefs

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Persistent link: https://www.econbiz.de/10009373070

Information and opinions in financial markets

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Essays on empirical asset pricing and investor behavior

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Persistent link: https://www.econbiz.de/10009412402

The determinants of Bitcoin returns and volatility : perspectives on global and national economic policy uncertainty

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Persistent link: https://www.econbiz.de/10014578123

Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10014505054

Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model

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Asian stock markets, US economic policy uncertainty and US macro-shocks

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Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

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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

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