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Macroeconomic volatility and stock market volatility, world-wide
Diebold, Francis X. (contributor);  … - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003790656
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Macroeconomic volatility and stock market volatility, worldwide
Diebold, Francis X.; Yılmaz, Kamil - 2008
Persistent link: https://www.econbiz.de/10003750380
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The Impact of the Corona Crisis on the worldwide stock markets : an empirical analysis with cross national event study approach
Fischer, Annika; Opala, Noel; Reuse, Svend; Svoboda, Martin - In: International journal of economics and financial issues … 12 (2022) 6, pp. 162-172
Persistent link: https://www.econbiz.de/10014227863
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Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
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Crude oil price shocks and stock returns : evidences from Turkish stock market under global liquidity conditions
Aydogan, Berna; Berk, Istemi - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 54-68
Persistent link: https://www.econbiz.de/10011287185
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Crude oil price shocks and stock returns : evidence from Turkish stock market under global liquidity conditions
Berk, Istemi; Aydogan, Berna - 2012
liquidity proxy variable, Chicago Board of Exchange's (CBOE) S&P 500 market volatility index (VIX), into the model. Variance …
Persistent link: https://www.econbiz.de/10009743922
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Macroeconomic Volatility and Stock Market Volatility, Worldwide
Diebold, Francis X. - 2010
volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return … volatility. We progress by analyzing a broad international cross section of stock markets covering approximately forty countries …
Persistent link: https://www.econbiz.de/10012758496
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COVID-19 Infection Data, Policy Interventions or Sentiment; What Explains International Stock Returns and Volatility?
Virk, Nader - 2021
We examine the impact of COVID-19 (C-19) pandemic on global equity markets by constructing novel infection indices. Our results show that the impact of prompt and large-scale policy interventions is ambiguous yet statistically significant. However, in this equivocality, the impact of global...
Persistent link: https://www.econbiz.de/10013242732
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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns
Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24
This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...
Persistent link: https://www.econbiz.de/10012813880