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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance and trade : EMFT 55 (2019) 8, pp. 1841-1856

Persistent link: https://www.econbiz.de/10012210912

Panel GARCH model with cross-sectional dependence between CEE emerging markets in trading day effects analysis

Arberić, Josip; Škrabić Perić, Blanka - In: Romanian journal of economic forecasting 21 (2018) 4, pp. 71-84

Persistent link: https://www.econbiz.de/10012021879

Extreme daily returns and the cross-section of expected returns : evidence from Brazil

Berggrun, Luis; Cardona, Emilio; Lizarzaburu, Edmundo - In: Journal of business research : JBR 102 (2019), pp. 201-211

Persistent link: https://www.econbiz.de/10012103964

Capital-flow volatility in emerging markets : a panel GARCH approach

Kaya, Ahmet Ihsan; Erden, Lutfi - In: International finance : the only journal bridging the … 26 (2023) 2, pp. 172-188

Persistent link: https://www.econbiz.de/10014326572

An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets

Xue, Wenjun; Wang, Feifei - In: Emerging markets, finance and trade : EMFT 59 (2023) 11, pp. 3487-3515

Persistent link: https://www.econbiz.de/10014384427

A tripartite inquiry into financial liberalisation-volatility-information asymmetry nexus : global panel approach

Roy, Rahul; Shijin, Santhakumar - In: IIMB management review 32 (2020) 1, pp. 39-58

Persistent link: https://www.econbiz.de/10012489648

Analysis of currency volatility from a macroeconomic perspective : the case of selected emerging market economies (EMEs)

Hoosain, Aadila; Joubert, Alta; Owusu-Sekyere, Emmanuel - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 411-426

Persistent link: https://www.econbiz.de/10012671198

Does interest rate and its volatility affect banking sector development? : empirical evidence from emerging market economies

Tuna, Gulcay; Almahadin, Hamed Ahmad - In: Research in international business and finance 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013286439

Trilemma policy convergence patterns and output volatility

Aizenman, Joshua; Itō, Hiro - 2012

We examine the open macroeconomic policy choices of developing economies from the perspective of the economic "trilemma" hypothesis. We construct an index of divergence of the three trilemma policy choices, and evaluate its patterns in recent decades. We find that the three dimensions of the...

Persistent link: https://www.econbiz.de/10009488170

Foreign reserve accumulation and the mercantilist motive hypothesis

Carvalho, Patrick; Fry-McKibbin, Renée - 2014

Persistent link: https://www.econbiz.de/10010244583

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