Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty
Language: en
Pages:
Authors: Nikolaos Antonakakis
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed ti
Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics
Language: en
Pages: 36
Authors: Seungho Jung
Categories: Business & Economics
Type: BOOK - Published: 2021-10-22 - Publisher: International Monetary Fund

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We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical s
Quantitative Methods for Economics and Finance
Language: en
Pages: 418
Authors: J.E. Trinidad-Segovia
Categories: Business & Economics
Type: BOOK - Published: 2021-02-12 - Publisher: MDPI

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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
Proceedings of the 2nd International Conference on Business and Policy Studies
Language: en
Pages: 1874
Authors: Canh Thien Dang
Categories: Political Science
Type: BOOK - Published: 2023-10-07 - Publisher: Springer Nature

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This proceedings volume contains papers accepted by the 2nd International Conference on Business and Policy Studies (CONF-BPS 2023), which are carefully selecte
From Physics to Econophysics and Back: Methods and Insights
Language: en
Pages: 341
Authors: Siew Ann Cheong
Categories: Science
Type: BOOK - Published: 2022-07-06 - Publisher: Frontiers Media SA

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