Search Results - subject:"global risk"

Uncertainty, risk, and opaque stock markets

Astaíza-Gómez, José Gabriel - 2025

This study examined how uncertainty and global risk affect financial markets in emerging economies, focusing on foreign …, global risk, and market instability, offering insights for managing risks in opaque markets and improving financial stability. …

Persistent link: https://www.econbiz.de/10015338312

Global risk aversion : driving force of future real economic activity

Kim, Marco Jinhwan; Cho, Hoon; Ryu, Doojin - In: Journal of forecasting 44 (2025) 2, pp. 706-729

Persistent link: https://www.econbiz.de/10015374079

A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models

Ma, Junmei; Wang, Chen; Xu, Wei - In: European journal of operational research : EJOR 321 (2025) 3, pp. 1021-1035

Persistent link: https://www.econbiz.de/10015409961

Multicountry time-varying Taylor rule : modeling unconventional monetary policies and bond premiums

Morita, Tohru - In: International advances in economic research 30 (2024) 2, pp. 135-158

Persistent link: https://www.econbiz.de/10014583856

Volatility spillovers among sovereign credit default swaps of emerging economies and their determinants

Aljarba, Shumok; Naifar, Nader; Almeshal, Khalid - In: Risks : open access journal 12 (2024) 4, pp. 1-17

This paper aims to investigate the volatility spillovers among selected emerging economies' sovereign credit default swaps (SCDSs), including those of Saudi Arabia, Russia, China, Indonesia, South Africa, Brazil, Mexico, and Turkey. Using data from January 2010 to July 2023, we apply the...

Persistent link: https://www.econbiz.de/10014636376

Global risk and the dollar

Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - In: Journal of monetary economics 144 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015071244

Global risk factors and their impacts on interest rates and exchange rates : evidence from ASEAN+4 economies

Ogawa, Eiji; Luo, Pengfei - 2024

Persistent link: https://www.econbiz.de/10014450756

The impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional correlations of South African financial markets

Mloyi, Kelleb; Vengesai, Edson - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-20

This paper considers the impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional … diversification benefits. Further analysis using the OLS regression model shows that global risk aversion and domestic macroeconomic … portfolios as asset correlations, global risk aversion and domestic macroeconomics evolve. The study offers valuable insights and …

Persistent link: https://www.econbiz.de/10015425816

The impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional correlations of South African financial markets

Mloyi, Kelleb; Vengesai, Edson - In: Cogent economics & finance 12 (2024) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10015192610

The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns

Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023

related to global risk aversion and the convenience yield that investors are willing to pay for holding US Dollar assets. A …

Persistent link: https://www.econbiz.de/10014309448