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Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-9

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE (Financial Times Stock Index) 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities...

Persistent link: https://www.econbiz.de/10011857194

Markets from meaning : quality uncertainty and the intersubjective construction of value

Beckert, Jens - In: Cambridge journal of economics 44 (2020) 2, pp. 285-301

Persistent link: https://www.econbiz.de/10012180483

Financial variables, market transactions, and expectations as functions of risk

Olkhov, Victor - In: International Journal of Financial Studies : open … 7 (2019) 4/66, pp. 1-27

that impact financial markets. We use the risk ratings of agents as their coordinates and approximate a description of … in the economic domain. The motion of separate agents in the economic domain due to a change of agents’ risk rating …

Persistent link: https://www.econbiz.de/10012150388

Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities (IVs) vis-à-vis the main...

Persistent link: https://www.econbiz.de/10011789327

Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities (IVs) vis-à-vis the main...

Persistent link: https://www.econbiz.de/10011793915

Gender specific attitudes towards risk and ambiguity : an experimental investigation

Schubert, Renate; Gysler, Matthias; Brown, Martin; … - 2000 - This version: July 2000

On the one hand, empirical evidence shows that in financial markets women seem to behave more risk averse than men. On … matters. In investment and insurance contexts with given probabilities women seem to expose approximately the same risk … information may be important. We conducted a lottery experiment introducing three types of probability information: pure risk …

Persistent link: https://www.econbiz.de/10011795000