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The impact of ESG news on the volatility of the Portuguese stock market : does it change during recessions?

Zanatto, Cássio; Catalão-Lopes, Margarida; Pina, … - In: Business strategy and the environment 32 (2023) 8, pp. 5821-5832

Persistent link: https://www.econbiz.de/10014466821

Fluctuations in uncertainty

Bloom, Nicholas - 2014

Persistent link: https://www.econbiz.de/10010475525

COVID-induced economic uncertainty

Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020

Persistent link: https://www.econbiz.de/10012204869

Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles

Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - In: Quantitative finance and economics 2 (2018) 1, pp. 1-105

Persistent link: https://www.econbiz.de/10012137897

Asset pricing with disagreement and uncertainty about the length of business cycles

Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923

Persistent link: https://www.econbiz.de/10012039878

Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data

Liljeblom, Eva; Stenius, Marianne - 1993

Persistent link: https://www.econbiz.de/10000894684

Macroeconomic volatility and stock market volatility : empirical evidence on Swedish data

Liljeblom, Eva - 1995

Persistent link: https://www.econbiz.de/10000560720

Business cycles, financial crises and stock volatility

Schwert, George William - 1989

Persistent link: https://www.econbiz.de/10000127009

Forecasting stock market volatility with macroeconomic variables in real time

Döpke, Jörg (contributor); Hartmann, Daniel (contributor); … - 2006

We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we … used a statistical, a utility-based, and an options-based criterion to evaluate volatility forecasts. Our main result is … that the statistical and economic value of volatility forecasts based on real-time data is comparable to the value of …

Persistent link: https://www.econbiz.de/10003315444

Financial liberalization and business cycles: the experience of the new EU member states

Vinhas de Souza, Lúcio - In: Emerging European financial markets : independence and …, (pp. 235-259). 2006

Persistent link: https://www.econbiz.de/10003423378