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Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.; Chen, Pei-Ying - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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VIX changes and derivative returns on FOMC meeting days
Krieger, Kevin; Mauck, Nathan; Chen, Denghui - In: Financial markets and portfolio management 26 (2012) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10009623474
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Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur; Cheng, Jen-chi; Vijverberg, Chu-ping C. - In: Applied economics 48 (2016) 4/6, pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
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Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Applied economics 48 (2016) 55/57, pp. 5329-5339
Persistent link: https://www.econbiz.de/10011742064
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Are interest rates alone enough to understand stock returns in the Islamic Republic of Pakistan
Badshah, Imtiaz; Ahmad, Maaheen; Jaber, Khalifa Hmood - In: International journal of economic policy in emerging … 12 (2019) 3, pp. 227-242
Persistent link: https://www.econbiz.de/10012154994
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The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
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The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
Bhamra, Harjoat Singh - 2010
precautionary demand for savings is not too high, then the introduction of a nonredundant derivative increases the volatility of … stock market returns. Furthermore, in the economy with the derivative, the volatility of stock market returns can be …We study the effect of introducing a nonredundant derivative on the volatilities of the stock market return and the …
Persistent link: https://www.econbiz.de/10013152695
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Predicting output growth at long horizons : stock return volatility and the monetary policy influence
Bouras, Christos; Christou, Christina; Hassapis, Christis - In: International journal of portfolio analysis and … 2 (2015) 1, pp. 57-98
Persistent link: https://www.econbiz.de/10012253627
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Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C. - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
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Central bank announcements and realized volatility of stock markets in G7 countries
Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš - In: Journal of international financial markets, … 58 (2019), pp. 117-135
Persistent link: https://www.econbiz.de/10012127844