Narrow search
Showing 1 - 10 of 109,686
Cover Image
Macroeconomic surprises and stock market responses in view of global linkage : a study of Indian stock market
Pal, Santanu; Garg, Ajay K. - In: Cogent economics & finance 8 (2020) 1, pp. 1-28
both the Event Analysis and VAR model. We found that global surprises consistently dominate Indian stock market and the …
Persistent link: https://www.econbiz.de/10013179684
Cover Image
Macroeconomic surprises and stock market responses : a study on Indian stock market
Pal, Santanu Kumar; Garg, Ajay K. - In: Cogent economics & finance 7 (2019) 1, pp. 1-31
, and the dynamic effect is analyzed with VAR model. The result of the event analysis indicates that the monetary policy … event study, the VAR analysis found that the other macroeconomic surprise also affects stock return. The study also … surprises. Some of the studies conducted in India have analyzed the impact of monetary policy surprises on stock price; however …
Persistent link: https://www.econbiz.de/10012023891
Cover Image
Macroeconomic surprises and stock market responses in view of global linkage: A study of Indian stock market
Pal, Santanu; Garg, Ajay K. - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-28
both the Event Analysis and VAR model. We found that global surprises consistently dominate Indian stock market and the …
Persistent link: https://www.econbiz.de/10014001345
Cover Image
The reaction of the Egyptian stock market to recurring devaluations : an event study approach
Elroukh, Ahmed Wassal - In: African journal of economic and management studies 15 (2024) 3, pp. 519-533
Persistent link: https://www.econbiz.de/10015064593
Cover Image
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian; Schölkopf, Julius; Tushteva, Nikoleta - 2023
We show that the S&P 500’s instantaneous response to surprises in U.S. macroeconomic announcements depends on the level of long-term stock market volatility. When long-term volatility is high, stock returns are more sensitive to news, and there is a pronounced asymmetry in the response to good...
Persistent link: https://www.econbiz.de/10014440865
Cover Image
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian; Schoelkopf, Julius Theodor; … - 2023
Persistent link: https://www.econbiz.de/10014430971
Cover Image
A note on stock market response to elections in the post-communist countries of the European Union
Tavşanlı, Melike Betül; Tiniç, Murat - In: Applied economics letters 30 (2023) 11, pp. 1483-1487
Persistent link: https://www.econbiz.de/10014304392
Cover Image
The impact of monetary policy iInterventions on the insurance industry
Pelizzon, Loriana; Sottocornola, Matteo - 2018
This paper investigates the effect of the conventional and unconventional (e.g. Quantitative Easing - QE) monetary policy intervention on the insurance industry. We first analyze the impact on the stock performances of 166 (re)insurers from the last QE programme launched by the European Central...
Persistent link: https://www.econbiz.de/10011822072
Cover Image
The impact of monetary policy iInterventions on the insurance industry
Pelizzon, Loriana; Sottocornola, Matteo - 2018 - This version: March 2018
This paper investigates the effect of the conventional and unconventional (e.g. Quantitative Easing - QE) monetary policy intervention on the insurance industry. We first analyze the impact on the stock performances of 166 (re)insurers from the last QE programme launched by the European Central...
Persistent link: https://www.econbiz.de/10011822034
Cover Image
Long-term volatility shapes the stock market's sensitivity to news
Conrad, Christian; Schölkopf, Julius; Tushteva, Nikoleta - 2023
We show that the S&P 500's instantaneous response to surprises in U.S. macroeconomic announcements depends on the level of long-term stock market volatility. When long-term volatility is high, stock returns are more sensitive to news, and there is a pronounced asymmetry in the response to good...
Persistent link: https://www.econbiz.de/10014476175