Views: 10
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Macroeconomic Determinants of Stock Market Volatility and
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premia
Valentina Corradi University of Warwick Walter Distaso Imperial Coll ... more>>
Tags: stock market,
stock returns,
stock markets,
stock market volatility,
interest rates,
stock market development,
stock prices,
macroeconomic variables,
market volatility,
working paper,
return volatility,
the stock market,
conditional variance,
financial development,
stock price
Views: 6
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Calculate Stock Volatility
Stock volatility in more and more critical especially in today's tumultuous financial times. Who knows how much the market will rise or fall and this ... more>>
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Forecasting UK stock market volatility
Applied Financial Economics, 2000, 10, 435 ± 448
Forecasting UK stock market volatility
D A V I D M C MI L L A N , A L A N S PE I G H T *{ and OW ... more>>
Tags: stock market,
stock market volatility,
stock returns,
garch models,
garch model,
volatility models,
stock markets,
financial markets,
the stock market,
volatility index,
random walk,
implied volatility,
market volatility,
stock price,
realized volatility
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On the Economic Sources of Stock Market Volatility
On the Economic Sources of Stock Market Volatility
Robert Engle, Eric Ghysels, and Bumjean Sohn
Research Question
Why does Stock Market Volatili ... more>>
Tags: stock market volatility,
market volatility,
the stock market,
financial markets,
stock market,
stock returns,
stock prices,
stock markets,
s&p 500,
garch model,
macroeconomic volatility,
emerging markets,
standard deviation,
long-term investors,
financial market volatility
Views: 1
Language: English
IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY
IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY
Weiyu Guo* and Mark E. Wohar University of Nebraska-Omaha
The results reported in this paper ... more>>
Tags: market volatility,
regime switching,
stock returns,
conditional variance,
regime changes,
garch model,
stock market volatility,
regime shifts,
standard deviation,
return volatility,
monetary policy,
switching model,
journal of financial research,
conditional volatility,
stock market
Views: 0
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Margin Lending and Stock Market Volatility
Margin Lending and Stock Market Volatility
M
Peter Fortune
The author is Senior Economist and Advisor to the Director of Research at the Federa ... more>>
Tags: margin lending,
margin loans,
margin requirements,
stock market,
the stock market,
margin calls,
margin loan,
margin call,
market volatility,
common stocks,
stock prices,
short selling,
individual investors,
stock market volatility,
share prices
Views: 3
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U.S. Stock Market Volatility a Reflection of Credit Concerns
U.S. Stock Market Volatility a Reflection of Credit Concerns
November 28, 2007
HIGHLIGHTS
• Tighter lending standards will not necessarily ... more>>
Tags: s&p 500,
interest rates,
the stock market,
stock market,
market volatility,
central banks,
financial markets,
wall street,
basis points,
the federal reserve,
wealth management,
credit markets,
second quarter,
fund returns,
hedge fund
Views: 0
Language: English