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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015
Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109
Persistent link: https://www.econbiz.de/10012665548
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020
Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...
Persistent link: https://www.econbiz.de/10012404549
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020
Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...
Persistent link: https://www.econbiz.de/10012404647
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Impacts of global-economic-policy uncertainty on emerging stock market : evidence from linear and non-linear models
Mohammad Enamul Hoque; Mohd Azlan Shah Zaidi - In: Prague economic papers : a bimonthly journal of … 29 (2020) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10012593365
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How do economic policy uncertainties affect stock market volatility? : evidence from G7 countries
Ma, Yaming; Wang, Ziwei; He, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2303-2325
Persistent link: https://www.econbiz.de/10013184883
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On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis
Adebayo, Tomiwa Sunday; Akadiri, Seyi; Rjoub, Husam - In: Annals of financial economics 17 (2022) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10013189195
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Impact of exchange rate on uncertainty in stock market : evidence from Markov regime-switching GARCH family models
Zolfaghari, Mehdi; Hoseinzade, Saeid - In: Cogent economics & finance 8 (2020) 1, pp. 1-49
model the IIR volatility. We find evidence of regime-switching behaviour in Iran's stock market. After removing the …
Persistent link: https://www.econbiz.de/10013179535
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Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty
Liu, Zhenhua; Zhu, Tingting; Duan, Zhaoping; Xuan, Shanqi; … - In: Applied economics 55 (2023) 9, pp. 963-989
Persistent link: https://www.econbiz.de/10013498965
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Political news and stock market reactions : evidence from Turkey over the period 2008-2017
Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98
volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …
Persistent link: https://www.econbiz.de/10012131511