Search Results - subject:"Financial uncertainty"

The impact of global shocks on sovereign risk : role of domestic factors

Inoguchi, Masahiro - In: Economic systems 49 (2025) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015413307

Forecasting crude oil prices : does global financial uncertainty matter?

Ma, Yong; Li, Shuaibing; Zhou, Mingtao - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10015323732

Financial uncertainty and gold market volatility : evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) approa...

Chuang, O-Chia; Gupta, Rangan; Pierdzioch, Christian; … - In: Econometrics : open access journal 12 (2024) 4, pp. 1-17

. Based on data over the period of July 1992 to May 2020, we highlight the role of the global financial uncertainty factor in … performance of the global financial uncertainty factor is as good as an index of global economic conditions, with results based on … global financial uncertainty cannot be outperformed by the multivariate version of the GARCH-MIDAS framework, estimated using …

Persistent link: https://www.econbiz.de/10015272706

Can financial uncertainty forecast aggregate stock market returns?

Henry, Ólan Thomas John; Kerestecioglu, Semih; Pybis, Sam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 91-111

Persistent link: https://www.econbiz.de/10014532257

Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru

Alvarado, Mauricio; Rodriguez, Gabriel - 2024 - This version: November 27, 2023

Persistent link: https://www.econbiz.de/10014526328

Financial and economic uncertainties and their effects on the economy

Fortin, Ines; Hlouskova, Jaroslava; Sögner, Leopold - In: Empirica : journal of european economics 50 (2023) 2, pp. 481-521

Persistent link: https://www.econbiz.de/10014251822

Determining financial uncertainty through the dynamics of Sukuk bonds and prices in emerging market indices

Sial, Muhammad Safdar; Cherian, Jacob; Meero, … - In: Risks 10 (2022) 3, pp. 1-13

The main focus of the study is to determine the financial uncertainty while examining the Sukuk bonds prices, Sukuk … market index and Sukuk bond price returns, except the one. There is no impact of the financial uncertainty indicator …

Persistent link: https://www.econbiz.de/10013200951

Determining financial uncertainty through the dynamics of Sukuk bonds and prices in emerging market indices

Sial, Muhammad Safdar; Cherian, Jacob; Meero, … - In: Risks : open access journal 10 (2022) 3, pp. 1-13

Persistent link: https://www.econbiz.de/10013161520

Global Uncertainty

Caggiano, Giovanni; Castelnuovo, Efrem - 2021

We estimate a novel measure of global financial uncertainty (GFU) with a dynamic factor framework that jointly models …

Persistent link: https://www.econbiz.de/10012493031

The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties

Ben Haddad, Hedi; Mezghani, Imed; Gouider, Abdessalem - In: Economies 9 (2021) 2, pp. 1-22

The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector-autoregressive (TVP-VAR) model. We use eight main...

Persistent link: https://www.econbiz.de/10013199829