Flatten the curve and stock market liquidity–an inquiry into emerging economies
In this study, we focus on two dimensions of COVID-19 pandemic and their impact on
liquidity in emerging equity markets, the real human costs and the government response …
liquidity in emerging equity markets, the real human costs and the government response …
The effect of US stock market uncertainty on emerging market returns
We investigate the effects of US stock market uncertainty (VIX) on the stock returns in Latin
America and aggregate emerging markets before, during, and after the financial crisis. We …
America and aggregate emerging markets before, during, and after the financial crisis. We …
Can gold hedge the risk of fear sentiments?
This paper investigates the interaction between fear sentiments and gold price (GP) by
utilising the full-sample and sub-sample rolling-window bootstrap causality tests. It can be …
utilising the full-sample and sub-sample rolling-window bootstrap causality tests. It can be …
A quantile regression analysis of flights-to-safety with implied volatilities
In this paper, we perform a quantile regression analysis of flights-to-safety with the implied
market volatilities of stock, gold, gold-mining, and silver. We verify whether flights-to-safety …
market volatilities of stock, gold, gold-mining, and silver. We verify whether flights-to-safety …
[PDF][PDF] The impact of gold price and US dollar index: The volatile case of Shanghai stock exchange and Bombay stock exchange during the crisis of COVID-19
JJA Kumar, R Robiyanto - Jurnal Keuangan dan Perbankan, 2021 - scholar.archive.org
This literature aims to analyze the impact of the Dollar Index and Gold Price returns and
volatility on stock market volatility of India and China, viz., Shanghai Stock Exchange and …
volatility on stock market volatility of India and China, viz., Shanghai Stock Exchange and …
Of Piketty and Perpetuities: Dynastic Wealth in the Twenty-First Century (and Beyond)
E Kades - BCL Rev., 2019 - HeinOnline
For the first time since independence, in a nation founded in large part on the rejection of a
fixed nobility determined by birth and perpetuated by inheritance, America is paving the way …
fixed nobility determined by birth and perpetuated by inheritance, America is paving the way …
[图书][B] Angewandte empirische Methoden in Finance & Accounting: Umsetzung mit R
M Gehrke - 2022 - books.google.com
Dieses Buch stellt die wichtigsten empirischen Verfahren für eine Anwendung im Bereich
Finance & Accounting sowie Risk Management dar. Der Fokus wurde auf die durchgängige …
Finance & Accounting sowie Risk Management dar. Der Fokus wurde auf die durchgängige …
Examining the flight-to-safety with the implied volatilities
G Sarwar - Finance Research Letters, 2017 - Elsevier
This paper investigates the flight-to-safety phenomenon by examining the interactions
between the stock market volatility (VIX) and volatilities of the Treasury note, gold, and silver …
between the stock market volatility (VIX) and volatilities of the Treasury note, gold, and silver …
Gold and silver prices, their stocks and market fear gauges: testing fractional cointegration using a robust approach
OOS Yaya, XV Vo, HA Olayinka - Resources Policy, 2021 - Elsevier
The present paper investigates the long-run relationships between daily prices, stocks and
fear gauges of gold and silver by employing an updated fractional cointegrating framework …
fear gauges of gold and silver by employing an updated fractional cointegrating framework …
US stock market uncertainty and cross-market European stock returns
G Sarwar - Journal of Multinational Financial Management, 2014 - Elsevier
We investigate the cross-market differential relations of US stock market uncertainty (VIX)
with US and European stock market returns before and during the European equity market …
with US and European stock market returns before and during the European equity market …