|
|
|
Romeo Victor Ionescu, Costinela Fortea, Monica Laura Zlati and Valentin Marian Antohi
Since we are living in a time of multiple crises and geopolitical unrest, it is important to look at how monetary aggregates affect the real economy. This will help us figure out how uncertainty affects the economy and come up with more stable financial ...
ver más
|
|
|
|
|
|
|
YoungHa Ki and Ramesh Adhikari
Determinants of a firm?s cash holdings have been a popular topic of research in finance, especially after the rapid surge in cash holdings for U.S. firms since the 1980s. The wide array of research has focused primarily on firm-specific factors to explai...
ver más
|
|
|
|
|
|
|
Peizhi Zhao and Yuyan Wang
Economic policy uncertainty has been identified as a new macroeconomic risk factor that harms the stock market?s profitability. This paper examines the impact of the Chinese EPU levels on one of the most famous financial anomalies?momentum returns. A new...
ver más
|
|
|
|
|
|
|
Pelin Öge Güney(1), (1) Faculty of Economics and Administrative Sciences, Department of Economics, Hacettepe University, Ankara, Turkey
Pág. 151 - 166
|
|
|
|
|
|
|
Paulo Vitor Souza de Souza,César Augusto Tibúrcio Silva
Pág. 163 - 171
In this paper, we analyzed the effects of the crisis generated by the COVID-19 pandemic on international capital markets. We used the most representative indexes belonging to the stock markets of 44 world economies in daily time series with data from 01/...
ver más
|
|
|
|
|
|
|
Semei Coronado, José N. Martínez, Francisco Venegas-Martínez
Pág. pp 273 - 293
This paper is aimed at assessing the spillover effects of the US Economic Policy Uncertainty (EPU) in macroeconomic variables of major Latin American Countries (LAC): Mexico, Colombia, Brazil, and Chile. To do that, we estimate a set of two-country Struc...
ver más
|
|
|
|
|
|
|
Kim Hiang Liow, Yuting Huang and Kai Li Heng
The aim of this paper was to examine the relationship between changes in the US and China macroeconomic conditions and the excess returns of nine Asian-Pacific public real estate markets (Singapore, Indonesia, Malaysia, the Philippines, Thailand, Austral...
ver más
|
|
|
|
|
|
|
Tetiana Momot, Svetlana Rodchenko
Pág. 34 - 43
The subject of the study is a set of criteria, measures and indicators for assessing the financial security of banks and methodological approaches to its evaluation. The purpose of this article is to systematize theoretical and methodological provisions ...
ver más
|
|
|
|
|
|
|
Muhammad Ishfaq,Zhang Bi Qiong,Syed Mehmood Raza Shah
Pág. 119 - 127
This paper examines the impact of the US and Chinese macro economic announcements on foreign exchange implied volatilities of SPX, VXFXI, BPVIX, JYVIX, and EUVIX from 2011 to 2016. The study indicates that implied volatility becomes significant and leads...
ver más
|
|
|
|
|
|
|
Ahmed Al Samman,Mahmoud Moustafa Otaify
Pág. 300 - 315
This paper investigates how volatility of characteristics-sorted portfolios respond to macroeconomic volatility based on Egyptian data covering the period July 2002 ? June 2015. The paper uses three characteristics, namely size, book-to-market ratio and ...
ver más
|
|
|
|