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VIX changes and derivative returns on FOMC meeting days
Krieger, Kevin; Mauck, Nathan; Chen, Denghui - In: Financial markets and portfolio management 26 (2012) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10009623474
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Financial integration and national autonomy : China and India
Sen, Sunanda - In: Review of Keynesian economics 2 (2014) 1, pp. 20-44
Persistent link: https://www.econbiz.de/10010248913
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Financial integration and national autonomy: China and India
SeN, Sunanda - In: Review of Keynesian Economics 2 (2014) 1, pp. 20-44
The narrative as well as the analysis of deregulated finance in the global economy remain incomplete unless one relates to the surges as well as volatility in capital flows which are experienced by the emerging economies. An analysis as above needs to consider the implications of capital flows...
Persistent link: https://www.econbiz.de/10011133468
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Theories of stock prices and the Greenspan---Bernanke doctrine on stock market bubbles
Raines, J. Patrick; McLeod, J. Ashley; Leathers, Charles G. - In: Journal of Post Keynesian Economics 29 (2007) 3, pp. 393-408
The Greenspan---Bernanke doctrine on how the Federal Reserve responds to stock market bubbles reflects an ideological allegiance to the rational markets theories of stock prices while reluctantly accepting the analytical insights of the speculative markets theories of the Post Keynesians and...
Persistent link: https://www.econbiz.de/10005750124
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Rational expectations : retrospect and prospect
Lovell, Michael C. (panelist); Lucas, Robert E. (panelist);  … - 2011
The transcript of a panel discussion marking the fiftieth anniversary of John Muth's "Rational Expectations and the Theory of Price Movements" (Econometrica 1961). The panel consists of Michael Lovell, Robert Lucas, Dale Mortensen, Robert Shiller, and Neil Wallace. The discussion is moderated by...
Persistent link: https://www.econbiz.de/10011603748
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Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements
Krieger, Kevin; Mauck, Nathan; Vasquez, Joseph - Volkswirtschaftliche Fakultät, … - 2014
We examine the response of U.S. (VIX) and German (VDAX) implied volatility indices to the announcement of interest rate … that VIX declines on FOMC meetings days. We present new findings that indicate that VDAX declines on FOMC meeting days, but … is not related to ECB meeting days. VIX is unrelated to ECB meeting days. Taken collectively, our results indicate a …
Persistent link: https://www.econbiz.de/10011114294
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Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises
Marfatia, Hardik A. - In: The Quarterly Review of Economics and Finance 54 (2014) 3, pp. 382-392
) model. We then analyze the relationship of these time varying estimates with the benchmark VIX index and alternative …
Persistent link: https://www.econbiz.de/10010906233
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America First? : a US-centric view of global capital flows
McQuade, Peter; Schmitz, Martin - 2019
excluding those directly involving the US. Our results indicate that variation in US variables - notably the VIX and US dollar …
Persistent link: https://www.econbiz.de/10011975553
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Market volatility, monetary policy and the term premium
Mallick, Sushanta Kumar; Mohanty, M. S.; Zampolli, Fabrizio - 2017
Persistent link: https://www.econbiz.de/10011613347
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Facts and fantasies about gold
Klement, Joachim - In: Journal of risk & control 1 (2014) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10010509214