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Dynamic responses of major equity markets to the US fear index

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of Risk and Financial Management 12 (2019) 4, pp. 1-23

This study examines the reaction of four major equity markets of the world to the US equity market fear index, i.e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility in equity markets. Our paper examines the daily data for...

Persistent link: https://www.econbiz.de/10012611227

Consumer confidence and aggregate consumption expenditures in the United States

Adrangi, Bahram; Macri, Joseph - In: Review of economics & finance (2011) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10009532386

Do fluctuations in stock market value have asymmetric effects on consumption? : evidence for US

Adrangi, Bahram; Macri, Joseph - In: The empirical economics letters : a monthly … 13 (2014) 8, pp. 871-880

Persistent link: https://www.econbiz.de/10010526884

Does the Fisher effect exist for New Zealand? : a VAR approach

Korkofingas, Con; Macri, Joseph - In: The empirical economics letters : a monthly … 12 (2013) 2, pp. 173-182

Persistent link: https://www.econbiz.de/10010257974

The effects of monetary policy on consumption, housing wealth and house prices : an Australian perspective

Nahm, Daehoon; Macri, Joseph - In: Journal of economic research 21 (2016) 2, pp. 175-204

Persistent link: https://www.econbiz.de/10011559459

The US monetary base and major world equity markets : an empirical investigation

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 6 (2016) 3, pp. 49-64

Persistent link: https://www.econbiz.de/10011541619

Does sentiment explain consumption?

Bryant, W. D. Anthony; Macri, Joseph - In: Journal of economics and finance 29 (2005) 1, pp. 97-111

Persistent link: https://www.econbiz.de/10003022975

Does sentiment explain consumption?

Bryant, William D. A.; Macri, Joseph - 2001

Persistent link: https://www.econbiz.de/10001593256

Crude oil price volatility spillovers and agricultural commodities : a study in time and frequency domains

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 9 (2017) 3, pp. 42-56

Persistent link: https://www.econbiz.de/10011718732

U.S. diesel fuel price responses to the global crude oil supply and demand

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Annals of financial economics 13 (2018) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011984123