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Persistent link: https://www.econbiz.de/10009559164
This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … significant co-movements and volatility spillovers across the four exchange returns, but their extend is, on average, lower in the … latter period. Return co-movements and volatility spillovers show large variability though, and are positively associated …
Persistent link: https://www.econbiz.de/10011347744
population and about 90% of world income. We compare the average rates of return to both types of investment and their respective … volatility of financial returns exceeds "real volatility" by an order of magnitude. From a systemic point of view, these findings … market value ; excess volatility …
Persistent link: https://www.econbiz.de/10009692652
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"The contributors to this book investigate migration governance in Asia through a multilevel analysis, addressing its … those elsewhere. This includes comparative cases from Europe and the USA, to provide a comparative context for the analysis … of Asia. A valuable resource for students and scholars of migration studies, especially those with a particular interest …
Persistent link: https://www.econbiz.de/10012656032
describe the most typical features of capital markets like volatility clustering, excess kurtosis and fat tails. As empirical … evidence shows asymmetry is also a prominent feature of stock market returns volatility. The reaction of risk if stock returns … ; volatility ; stock market ; transition …
Persistent link: https://www.econbiz.de/10003942099
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; is U-shaped in age and un-trended over time in the USA although they are trended up in a number of EU countries and …
Persistent link: https://www.econbiz.de/10003679395
The COVID pandemic reveals the fragility of the global financial market during rare disasters. Conventional safe-haven assets like gold can be used to hedge against ordinary risks, but tail dependence can substantially reduce the hedging effectiveness. In contrast, green bonds focus on...
Persistent link: https://www.econbiz.de/10013175797
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