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Risk and seasonal effects : international evidence
Chen, Qiwei - 2012
Persistent link: https://www.econbiz.de/10009664509
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Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013270178
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020
Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...
Persistent link: https://www.econbiz.de/10012404549
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020
Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...
Persistent link: https://www.econbiz.de/10012404647
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Volatility : as a driving factor of stock market co-movement
Özbekler, Ali Gencay - 2017
Persistent link: https://www.econbiz.de/10011657925
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016
Persistent link: https://www.econbiz.de/10011541711
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Political uncertainty and stock market volatility : new evidence from the 2014 Scottish independence referendum
Darby, Julia; Roy, Graeme - 2017 - This version: June 2017
Persistent link: https://www.econbiz.de/10011742488
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Economic policy uncertainty and long-run stock market volatility and correlation
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2018
Persistent link: https://www.econbiz.de/10011864884
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On the dynamic relation between returns and idiosyncratic volatility
Jiang, Xiaoquan; Lee, Bong-soo - 2004
Persistent link: https://www.econbiz.de/10002621055
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032