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Securities litigation event studies in the Covid volatility regime

Feinstein, Steven Phillip; Villanueva, O. Miguel - In: Journal of forensic economics 31 (2024) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10015062657

The impact of COVID-19 pandemic on the Jordanian stock market returns volatility : evidence from ASE20

Saqfalhait, Nahil Ismail; Alzoubi, Omar Mohammad - In: Economies : open access journal 12 (2024) 9, pp. 1-20

This research examines the impact of the COVID-19 pandemic on the volatility behavior of Amman Stock Exchange (ASE … finds that volatility persistence is significant across all periods, with the pandemic period showing the highest impact of … shocks. Bad news has no statistically significant impact on volatility in the pre-COVID-19 period or during the pandemic …

Persistent link: https://www.econbiz.de/10015073742

Volatility forecasts by clustering$applications for VaR estimation

Wang, Zijin; Chen, Peimin; Liu, Peng; Wu, Chunchi - In: International review of economics & finance : IREF 94 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014582647

Trading options for edge : a professional guide to volatility trading

Sebastian, Mark; Taylor, L. Celeste - 2022 - 2nd edition

If you have experience in option trading, or a strong understanding of the options markets, but want to better understand how to trade given certain market conditions, this is the book for you. Mark Sebastian's new edition will teach trade evaluation, using Greeks, trading various spreads under...

Persistent link: https://www.econbiz.de/10014550645

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to …

Persistent link: https://www.econbiz.de/10011978764

From volatility to stability : understanding the role of macroeconomic factors in sovereign CDS spreads

Alqaralleh, Huthaifa - In: Eurasian economic review : a journal in applied … 14 (2024) 3, pp. 665-707

Persistent link: https://www.econbiz.de/10015070264

Energy profile and oil shocks : a dynamic analysis of their impact on stock markets

Ziadat, Salem Adel; Maghyereh, Aktham I. - In: Eurasian economic review : a journal in applied … 14 (2024) 3, pp. 757-780

Persistent link: https://www.econbiz.de/10015070267

Macro-Financial Implications of the Surging Global Demand (and Supply) of International Reserves

Mendoza, Enrique G.; Quadrini, Vincenzo - National Bureau of Economic Research - 2024

(increase) world interest rates but also to increase (reduce) private leverage. This in turn increased (decreased) volatility in …

Persistent link: https://www.econbiz.de/10015056133

Energy price shocks, exchange rates and inflation nexus

Bigerna, Simona - In: Energy economics 128 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10015070706

The impact of directional global economic policy uncertainty on Indian stock market volatility : new evidence

Mishra, Aswini Kumar; Nakhate, Anand Theertha; Bagra, Yash - In: Asia Pacific financial markets 31 (2024) 3, pp. 432-452

Persistent link: https://www.econbiz.de/10015072264