Showing 41 - 50 of 631,937
empirical evidence is consistent with investors’ attitudes toward uncertainty and risk, firms’ fundamentals and leverage effects …
Persistent link: https://www.econbiz.de/10012887264
economic policy conditions in Europe. This study provides an important implication for investment and risk management in the …
Persistent link: https://www.econbiz.de/10013104516
This study examines the relationship between excess return volatility and economic policy uncertainty in U.S using … return volatility and economic policy uncertainty. The casualty test indicates that economic policy uncertainty Granger …-causes excess return volatility. The vector error correction model result shows that previous values of economic policy uncertainty …
Persistent link: https://www.econbiz.de/10013104851
Australian Steve Keen was, in fact, one of just 13 registered economists , out of a global total of around 36,000 (yes that really comes out as 0.04%), who actually anticipated the global financial crisis.Knowing this, I think it’s almost impossible not to want to read his latest book,...
Persistent link: https://www.econbiz.de/10014235935
prices, bond yields, and risk premia suggests that systematic US monetary policy reactions to news do not drive the estimated … effects. Instead, the evidence points to a direct effect on investor’ risk-taking capacity. Our findings show that a byproduct …
Persistent link: https://www.econbiz.de/10014350777
on investors' risk-taking capacity. Overall, our findings show that a byproduct of the United States' central position in …
Persistent link: https://www.econbiz.de/10012839136
brink of collapse and the deepest contraction in world output in more than half a century followed. Moreover, unprecedented …
Persistent link: https://www.econbiz.de/10012929483
The paper concentrates on value and size effects in country portfolios. It contributes to academic literature threefold. First, I provide fresh evidence that the value and size effects may be useful in explaining the cross-sectional variation in country returns. The computations are based on a...
Persistent link: https://www.econbiz.de/10013006886
This paper hypothesizes that the number of novel coronavirus disease (COVID-19) cases significantly influence the stock returns in international financial markets. Our empirical evidence, based on panel Granger non-causality tests, strongly supports this hypothesis for Group of Seven (G7)...
Persistent link: https://www.econbiz.de/10012835574
We examine key developments in trade-related activity in derivatives markets during the COVID-19 pandemic. Using a unique database spanning 113 exchanges and 40 countries, we find significant large increases in volumes and open interest using event study methods. Further, drawing upon techniques...
Persistent link: https://www.econbiz.de/10013309619