[HTML][HTML] Does US macroeconomic news make emerging financial markets riskier?
This study analyzes the impacts of US macroeconomic announcement surprises on the
volatility of twelve emerging stock markets by employing asymmetric GJR-GARCH model …
volatility of twelve emerging stock markets by employing asymmetric GJR-GARCH model …
Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds
In this paper, we examine the hedging performance of two emerging markets equities
indices represented by Morgan Stanley Capital International (MSCI)-Emerging Market (EM) …
indices represented by Morgan Stanley Capital International (MSCI)-Emerging Market (EM) …
Does US news impact Asian emerging markets? Evidence from nonparametric causality-in-quantiles test
This paper aims to analyze whether US news on inflation and unemployment causes returns
and volatility of seven emerging Asian stock markets from 1994 to 2014, by employing the …
and volatility of seven emerging Asian stock markets from 1994 to 2014, by employing the …
Does the US macroeconomic news make the South African stock market riskier?
The relationship between macroeconomic risk and security returns has been central to
financial economics. A well-known concept in capital asset pricing theory is that only …
financial economics. A well-known concept in capital asset pricing theory is that only …
The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models
N Tapa, Z Tom, M Lekoma, J Ebersohn, A Phiri - 2016 - mpra.ub.uni-muenchen.de
In this study, we examine linear and nonlinear cointegration and causal relations between
unemployment and stock market returns in South Africa using quarterly data collected …
unemployment and stock market returns in South Africa using quarterly data collected …
[PDF][PDF] The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models.
A Phiri - Managing Global Transitions: International Research …, 2017 - hippocampus.si
In this study, we examine linear and nonlinear cointegration and causal relations between
unemployment and stock market returns in South Africa using quarterly data collected …
unemployment and stock market returns in South Africa using quarterly data collected …
The impact of United States macroeconomic news announcements on the Johannesburg Stock Exchange
Orientation Macroeconomic news announcement poses a risk to stock returns, especially
that of United States (US) on emerging markets because of globalisation. Research purpose …
that of United States (US) on emerging markets because of globalisation. Research purpose …
Foreign exchange news announcements and the volatility of stock returns in Nigeria
JO Omokehinde, MA Abata, SO Migiro - SPOUDAI Journal of …, 2017 - spoudai.org
This paper examines the effect of foreign exchange news announcements on the volatility of
stock returns in Nigeria, using the daily closing All-Share Index from The Nigerian Stock …
stock returns in Nigeria, using the daily closing All-Share Index from The Nigerian Stock …
[PDF][PDF] Insurgence News Asymmetry and Volatility of Equity Performance in Nigeria: An Aparch Approach
JO Omokehinde - researchgate.net
The study examines the nexus between insurgence news and volatility of equity returns in
Nigeria from January 2018 to June 2022 using Asymmetry Power Autoregressive …
Nigeria from January 2018 to June 2022 using Asymmetry Power Autoregressive …
The impact of US macroeconomic news announcements on the JSE
C Alfonso - 2021 - search.proquest.com
Financial markets provide a means for the exchange and trade of various financial
instruments. Within these financial markets, market participants interact with one another in …
instruments. Within these financial markets, market participants interact with one another in …