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Effects of geopolitical risks on gold market return dynamics : evidence from a nonparametric causality-in-quantiles approach
Huang, Jianbai; Li, Yingli; Suleman, Muhammad Tahir; … - In: Defence and peace economics 34 (2023) 3, pp. 308-322
Persistent link: https://www.econbiz.de/10014292959
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The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: The European journal of finance 26 (2020) 14, pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns
Zaremba, Adam; Cakici, Nusret; Demir, Ender; Long, Huaigang - In: Journal of financial stability 58 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013417457
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When Bad News is Good News : Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns
Zaremba, Adam; Cakici, Nusret; Demir, Ender - 2020
Using a news-based gauge of geopolitical risk, we study its role for asset pricing in global emerging markets. We find that changes in risk positively predict future stock returns. The countries with the highest increase in geopolitical uncertainty outperform their counterparts with the lowest...
Persistent link: https://www.econbiz.de/10014352071
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Do US macroeconomic surprises influence equity returns? : an exploratory analysis of developed economies
Singh, Manohar; Nejadmalayeri, Ali; Lucey, Brian M. - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 476-485
Persistent link: https://www.econbiz.de/10010374752
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On the impact of macroeconomic news surprises on Treasury-bond returns
El Ouadghiri, Imane; Mignon, Valérie; Boitout, Nicolas - In: Annals of finance 12 (2016) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10011555427
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Cojumps in stock prices : empirical evidence
Gilder, Dudley; Shackleton, Mark B.; Taylor, Stephen - In: Journal of banking & finance 40 (2014), pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
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News sentiment and stock market volatility
Hsu, Yen-Ju; Lu, Yang-cheng; Yang, J. Jimmy - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
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Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Finance a úvěr 66 (2016) 5, pp. 405-425
Persistent link: https://www.econbiz.de/10011582475