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Common Volatility Trends in the Central and Eastern European Currencies and the Euro.

Pramor, Marcus - 2006

Intro -- Contents -- I. INTRODUCTION -- II. METHODOLOGY AND DATA -- III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN …

Persistent link: https://www.econbiz.de/10012691001

Shocked: Electricity Price Volatility Spillovers in Europe

Cevik, Serhan - 2025

rise of renewable sources of energy. Using high-frequency data, this paper investigates volatility spillovers across 24 …, cross-border volatility spillovers dominate the behavior in national electricity markets in Europe-and this effect has grown … over time. We also implement an augmented gravity model of bilateral volatility spillovers across power markets in the EU …

Persistent link: https://www.econbiz.de/10015328189

Global Volatility and Forex Returns in East Asia

Kalra, Sanjay - 2008

During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian … increase in mature market equity volatility generated an exchange rate depreciation of up to ½ percent. This sensitivity rose …

Persistent link: https://www.econbiz.de/10012677655

The Capital Markets of Emerging Europe : Institutions, Instruments and Investors

Ong, Li - 2008

Emerging European countries have made large strides in developing their local capital markets since the early-1990s. However, the rate of development has been widely disparate across countries and market segments, underpinned by the varying degrees of progress made in key areas such as...

Persistent link: https://www.econbiz.de/10014409027

Currency Risk Premia in Global Stock Markets.

Roache, Shaun K - 2006

Intro -- Contents -- I. INTRODUCTION -- II. PREVIOUS LITERATURE -- III. MODEL SPECIFICATION -- IV. ESTIMATION -- V. DATA AND PRELIMINARY STATISTICS -- VI. MAIN RESULTS -- VII. CONCLUSIONS -- REFERENCES.

Persistent link: https://www.econbiz.de/10012691179

Decomposing Climate Risks in Stock Markets

Yang, Yuanchen - 2023

Climate change poses an unprecedented challenge to the world economy and the global financial system. This paper sets out to understand and quantify the impact of climate mitigation, with a focus on climate-related news, which represents an important information source that investors use to...

Persistent link: https://www.econbiz.de/10015059379

Carbon Policy and Stock Returns: Signals from Financial Markets

Hengge, Martina - 2023

This paper uses institutional features of the EU Emissions Trading System (ETS) and highfrequency data on more than 2,000 publicly listed European firms over 2011-21 to study the impact of carbon policy on stock returns. After extracting the surprise component of regulatory actions, we show that...

Persistent link: https://www.econbiz.de/10015059755

Energy Efficiency and Renewable Energy Supply for the G-7 Countries, With Emphasis on Germany

Strand, Jon - 2007

This paper discusses structure, impact, costs, and efficiency of renewable energy supply in the eight largest advanced economies (the G-7 plus Spain), with focus on Germany. Renewables production costs are compared to benefits, defined as reductions in net carbon emissions; technological...

Persistent link: https://www.econbiz.de/10012677556

Global Liquidity, Risk Premiums and Growth Opportunities

De Nicolò, Gianni - 2009

This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging market countries, documents their evolution and comovements, and assesses the extent to which such measures are determinants of selected spreads and proxy measures of countries'...

Persistent link: https://www.econbiz.de/10012677727

Transmission of Liquidity Shocks : Evidence from the 2007 Subprime Crisis

Hesse, Heiko - 2008

We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions during the 2007 subprime crisis. A multivariate GARCH model is estimated in order to test for the transmission of liquidity shocks...

Persistent link: https://www.econbiz.de/10014409053