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An examination of Brexit and its initial impact on the main stock markets in the Greater China Region (GCR) was conducted using augmented market models that integrate Economic Policy Uncertainty (EPU) and implied volatility (VIX). The results do not seem to align with research in the field that...
Persistent link: https://www.econbiz.de/10011996107
Crude oil is the dominant energy resource worldwide. The focus of this paper is on its historical behaviour and subsequent implications for the global economy with an emphasis on the lead-lag relationship between spot and future prices. The paper examines the behaviour of oil spot and future...
Persistent link: https://www.econbiz.de/10011996148