Dynamic Co Movements Of Stock Market Returns Implied Volatility And Policy Uncertainty
Download and Read Dynamic Co Movements Of Stock Market Returns Implied Volatility And Policy Uncertainty full books in PDF, ePUB, and Kindle. Read online free Dynamic Co Movements Of Stock Market Returns Implied Volatility And Policy Uncertainty ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty
Author | : Nikolaos Antonakakis |
Publisher | : |
Total Pages | : |
Release | : 2014 |
Genre | : |
ISBN | : |
Download Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty Book in PDF, Epub and Kindle
We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed time-varying and sensitive to oil demand shocks and US recessions.
Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2014 - Publisher:
We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed ti
Language: en
Pages: 36
Pages: 36
Type: BOOK - Published: 2021-10-22 - Publisher: International Monetary Fund
We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical s
Language: en
Pages: 418
Pages: 418
Type: BOOK - Published: 2021-02-12 - Publisher: MDPI
This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue re
Language: en
Pages: 1874
Pages: 1874
Type: BOOK - Published: 2023-10-07 - Publisher: Springer Nature
This proceedings volume contains papers accepted by the 2nd International Conference on Business and Policy Studies (CONF-BPS 2023), which are carefully selecte
Language: en
Pages: 341
Pages: 341
Type: BOOK - Published: 2022-07-06 - Publisher: Frontiers Media SA