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VIX changes and derivative returns on FOMC meeting days

Krieger, Kevin; Mauck, Nathan; Chen, Denghui - In: Financial markets and portfolio management 26 (2012) 3, pp. 315-331

Persistent link: https://www.econbiz.de/10009623474

Financial integration and national autonomy : China and India

Sen, Sunanda - In: Review of Keynesian economics 2 (2014) 1, pp. 20-44

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Facts and fantasies about gold

Klement, Joachim - In: Journal of risk & control 1 (2014) 1, pp. 1-12

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Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises

Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392

Persistent link: https://www.econbiz.de/10010492635

Emerging market demand and the changing dynamics of the price of gold

Zhang, Yiling; Rakowski, David - In: International journal of economics and finance 7 (2015) 7, pp. 56-63

Persistent link: https://www.econbiz.de/10011333450

Dynamics of monetary policy spillover : the role of exchange rate regimes

Kumar Rohit, Abhishek; Dash, Pradyumna - In: Economic modelling 77 (2019), pp. 276-288

Persistent link: https://www.econbiz.de/10012198485

When no news is good news : the decrease in investor fear after the FOMC announcement

Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Journal of empirical finance 41 (2017), pp. 187-199

Persistent link: https://www.econbiz.de/10011746972

Global financial crisis, funding constraints, and liquidity of VIX futures

Chiu, Junmao; Lien, Da-hsiang Donald; Tsai, Wei-Che - In: Pacific-Basin finance journal 80 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014463313

Financial market risk and macroeconomic stability variables : dynamic interactions and feedback effects

Chomicz-Grabowska, Agnieszka M.; Orłowski, Lucjan T. - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 655-669

Persistent link: https://www.econbiz.de/10012297015

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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