Search Results - subject:"STOCK PRICES"

Did you mean: subject:"STOCK price" (54,069 results)

Exchange rate movements and aggregate output : the case of China

Hsing, Yu - In: International journal of trade and global markets 13 (2020) 2, pp. 135-143

Persistent link: https://www.econbiz.de/10012206726

Market reactions to unexpected political changes : evidence from advance emerging markets

Podgorski, Blazej - In: Economic research 33 (2020) 1,2, pp. 1562-1580

Persistent link: https://www.econbiz.de/10013179680

Cyprus; Financial Sector Assessment Program Update: Technical Note: Measuring Banking Stability in Cyprus

International Monetary Fund (IMF); International … - 2009

Various indicators place Cyprusâ€™s banking system soundness ahead of emerging countries but behind advanced economies. This report discusses financial sector stability in Cyprus, using a combination of accounting-based and market-based indicators, and stress tests. Cypriot commercial banks...

Persistent link: https://www.econbiz.de/10011245527

Policies to Address Banking Sector Weakness: Evolution of Financial Markets and Institutional Indicators; Evolution of Financial Markets and Institutional Indicators

Guerra, Ivan; R. B. (Robert Barry) Johnston; Youssef, Karim - International Monetary Fund (IMF) - 2009

Persistent link: https://www.econbiz.de/10011245872

How Does Stock Market Volatility React to Oil Shocks?

Bastianin, Andrea; Manera, Matteo - 2015

We study the impact of oil price shocks on U.S. stock market volatility. We derive three different structural oil shock variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate structural VAR models, one for each oil price...

Persistent link: https://www.econbiz.de/10010491256

Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically

Frydman, Roman; Goldberg, Michael D.; Mangee, Nicholas - 2015

Macroeconomic models that are based on either the rational expectations hypothesis (REH) or behavioral considerations share a core premise: all future market outcomes can be characterized ex ante with a single overarching probability distribution. This paper assesses the empirical relevance of...

Persistent link: https://www.econbiz.de/10011279476

Aßmuth, Pascal - 2015

spread among stock investors however, investment behaviour is also correlated through the stock prices and this results in …The total output of an economy usually follows cyclical movements which are accompanied by similar movements in stock … prices. The common explanation relies on the demand side. It points out that stock market wealth drives consumption which …

Persistent link: https://www.econbiz.de/10011282349

Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically

Frydman, Roman; Goldberg, Michael D.; Mangee, Nicholas - In: Economics: The Open-Access, Open-Assessment E-Journal 9 (2015) 2015-24, pp. 1-50

Macroeconomic models that are based on either the rational expectations hypothesis (REH) or behavioral considerations share a core premise: All future market outcomes can be characterized ex ante with a single overarching probability distribution. This paper assesses the empirical relevance of...

Persistent link: https://www.econbiz.de/10011310285

Booms, Busts and Behavioural Heterogeneity in Stock Prices

Hommes, Cars; in't Veld, Daan - 2015

Cochrane (1999). We estimate the two-type switching model using U.S. stock prices until 2012Q4 and find signicant behavioural … heterogeneity. Our model suggests that behavioural regime switching strongly amplifies booms and busts in stock prices. …

Persistent link: https://www.econbiz.de/10011403540

The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries

Bastianin, Andrea; Conti, Francesca; Manera, Matteo - 2015

We study the effects of crude oil price shocks on the stock market volatility of the G7 economies. We rely on a structural VAR model to identify the causes underlying the oil price shocks and gauge the differential impact that oil supply and oil demand innovations have on financial volatility....

Persistent link: https://www.econbiz.de/10011451161