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Why has the stock market risen so much since the US presidential election?

Blanchard, Olivier; Collins, Christopher G.; … - 2018

This paper looks at the evolution of U.S. stock prices from the time of the Presidential elections to the end of 2017. It concludes that a bit more than half of the increase in the aggregate U.S. stock prices from the presidential election to the end of 2017 can be attributed to higher actual...

Persistent link: https://www.econbiz.de/10011917436

The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production

Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2016

Persistent link: https://www.econbiz.de/10011756478

Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models

Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014448138

Is implied volatility index (VIX) a forward-looking indicator of stock market movements in India?

Acharya, Amarendra; Seet, Subrat Kumar; Salvi, Prakash A. - 2022

Persistent link: https://www.econbiz.de/10013402152

Asymmetric connectedness on the US stock market : bad and good volatility spillovers

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

Persistent link: https://www.econbiz.de/10010509638

Asymmetric connectedness of stocks : how does bad and good volatility spill over the US stock market?

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …

Persistent link: https://www.econbiz.de/10010407529