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A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects

Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10012054880

The impact of macroeconomic announcements on equity markets : empirical evidence from India

Srividya, V.; Susana, D. - In: The IUP journal of financial risk management : IJFRM 16 (2019) 2, pp. 31-55

Persistent link: https://www.econbiz.de/10012102845

The impact of macroeconomic announcements on financial market volatility in India

Reddy, Y. V.; Ingalhalli, Varsha B.; Sahay, Hersch - In: The IUP journal of applied finance : IJAF 25 (2019) 2, pp. 65-90

Persistent link: https://www.econbiz.de/10012104100

Stock market reactions to Brexit : case of selected CEE and SEE stock markets

Škrinjarić, Tihana - In: International Journal of Financial Studies : open … 7 (2019) 1/7, pp. 1-14

volatility series are being tested for significant reactions to the Brexit event. The results indicate mixed results regarding … the abnormal cumulative return series, but the volatility series were found to be significantly affected by the mentioned … political and economic events in order to tailor international portfolios in a way to hedge from risk. …

Persistent link: https://www.econbiz.de/10011964063