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Consumer Confidence Indices and Stock Markets’ Meltdowns
Ferrer, Elena - 2014
Consumer confidence indices (CCIs) are a closely monitored barometer of countries' economic health, and an informative forecasting tool. Using European and US data, we provide a case study of the two recent stock market meltdowns (the post-dotcom bubble correction of 2000-2002 and the 2007-2009...
Persistent link: https://www.econbiz.de/10013066558
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Performance Ratios for Selecting International Portfolios : A Comparative Analysis Using Stock Market Indices in the Euro Area
da Fonseca, José S. - 2020
This paper compares the ability of alternate performance measures to support investment selection in ten euro area stock markets. The performance ratios used in the paper are grouped in two main categories. One category comprises the performance ratios using risk measures which do not separate...
Persistent link: https://www.econbiz.de/10012838035
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A Note on Cointegration of International Stock Market Indices
Dimpfl, Thomas - 2016
is not sufficient to explain at the same time the empirically found high correlation between stock market indices. A …
Persistent link: https://www.econbiz.de/10013008752
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Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX : a comparison between DCC, ADCC and GO-GARCH models
Hachicha, Nejib; Ghorbel, Ahmed; Feki, Mohamed Chiheb; … - In: Borsa Istanbul Review 22 (2022) 2, pp. 209-225
Our goal in this paper is to examine the time-varying optimal hedging ratios for the Dow Jones Islamic and conventional emerging stock market indices, hedged with oil, gold, and the VSTOXX as well as four emerging-country sectoral CDS indices (raw materials, industry, health care, and...
Persistent link: https://www.econbiz.de/10013183878
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Stock Market Movements and Linkages between Emerging Markets in Asia and Developed Market Indices : Short Run and Long Run Analysis
Lingaraja, Kasilingam - 2020
, India, Indonesia, Korea, Malaysia, Philippines, Taiwan and Thailand) and two developed markets (i.e. USA and Japan). This … study employs the statistical application of descriptive statistics, unit root test, correlation and pairwise granger … also suggested that India's stock market is largely protected from global events i.e., 2007-2008. The sample stock markets …
Persistent link: https://www.econbiz.de/10012832814
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The short-term impact of COVID-19 on global stock market indices
Singh, Gurmeet; Shaik, Muneer - In: Contemporary economics 15 (2021) 1, pp. 1-18
The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global financial stock market indices. We study the impact...
Persistent link: https://www.econbiz.de/10012485328
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Predicting Stock Market Returns Using the Shiller CAPE — An Improvement Towards Traditional Value Indicators?
Keimling, Norbert - 2016
Existing research indicates that it is possible to forecast potential long-term returns in the S&P 500 for periods of more than 10 years using the cyclically adjusted price-to-earnings ratio (CAPE). This paper concludes that this relationship has also existed internationally in 17 MSCI Country...
Persistent link: https://www.econbiz.de/10012998360
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Daily COVID Cases and Selected Stock Market Indices An Attempt to Understand the Movements of the NIFTY 50 Index during the Pandemic
K K, Dibin; Jayaprakash, Rinu; Balakrishnan, Archana - 2022
. The study has used essential statistical tools like multiple regression, Breusch-Godfrey Serial Correlation L.M. Test, and …
Persistent link: https://www.econbiz.de/10013298175
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Cap-Weighted All Stock Indices, Emerging Markets
Ramraika, CFA, Baijnath - 2015
The all-stock equity indices provide important information to market participants for asset allocation and investment performance evaluations. In this paper, we construct market capitalization weighted indexes for each of the 23 countries included in the MSCI Emerging Markets index as of...
Persistent link: https://www.econbiz.de/10013028705
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The Short-Term Impact of COVID-19 on Global Stock Market Indices
Singh, Gurmeet; Shaik, Muneer - 2021
The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global financial stock market indices. We study the impact...
Persistent link: https://www.econbiz.de/10013227586