Showing 1 - 10 of 11,734
This study finds that stock return volatility is higher during periods of high tax policy uncertainty (TPU), even after controlling for other sources of general macroeconomic uncertainty. Further, we find that the relation between TPU and stock return volatility is more pronounced where firms...
Persistent link: https://www.econbiz.de/10012973819
Persistent link: https://www.econbiz.de/10011535857
Persistent link: https://www.econbiz.de/10011295329
One of the key components of financial risk management is risk measurement. This typically requires modeling … financial econometrics literature have developed several models based on Extreme Value Theory (EVT) to carry out these tasks …
Persistent link: https://www.econbiz.de/10011866456
Persistent link: https://www.econbiz.de/10012216957
Persistent link: https://www.econbiz.de/10011771264
Persistent link: https://www.econbiz.de/10014305155
Persistent link: https://www.econbiz.de/10000780350
Persistent link: https://www.econbiz.de/10000815974