maximizing and minimizing the risk. The rolling compounded annual growth rate (CAGR) of the flagship S&P BSE SENSEX index as well … extending the investment horizon by couple of years even if they are faced with huge market risk towards the end of their …

volatility and the market's implied volatility, is that they indicate the presence of systematic volatility risk to the firm …The prevailing view of implied volatility comovements, IVC, defined as the correlation between a firm's implied …'s investors. We take a different stance and conjecture that implied volatility comovements can also indicate expected information …

strong evidence that theTrump election has increased the level/trend and lowered the volatility of S&P 500 index inboth ex …

components: political risk and economic policy risk. We uncover the surprisingly low correlation between the two variables, and … utmost relevance of political risk, which explains and predicts returns driven by both short-term and long-run correlations …

group of nonconventional economies like the GCC countries, where risk-sharing based financial system is prominent and … foreign investment, risk-free interest, derivatives, etc. are not as widespread as in Western economies. Design … risk-sharing based financial system does not necessarily protect the stock market from US uncertainty shock. However, the …

QR (Quantile Regression) are performed on future returns and risk-returns (volatility), where the independent variables …. With regards to volatility, CPI seems the only factor positively impact share price volatility, all other factors don … for all stages for volatility and returns except in the military phase. The findings imply that macroeconomic policies …

demonstrate that geopolitical risk plays an important role in determining both oil price volatility and (to a lesser extent) stock … market volatility. An increase in geopolitical risk is associated with positive (negative) oil (stock) returns and is …Geopolitical events are widely reported in the press and may influence the risk premium demanded by investors in …

the relevant literature, such as energy price changes and economic policy uncertainty, along with macroeconomic and risk …