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Forecasting the realized volatility of stock markets with financial stress

Guo, Chuan; Feng, Yiyun - In: Journal of risk 25 (2022) 1, pp. 23-48

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Navigating median and extreme volatility in stock markets: Implications for portfolio strategies

Naeem, Muhammad Abubakr - In: International review of economics & finance : IREF 95 (2024), pp. 1-20

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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach

Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85

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Do macro shocks matter for equities?

Dison, Will; Theodoridis, Konstantinos - 2017

Persistent link: https://www.econbiz.de/10011912881

Sentiment dynamics and volatility of international stock markets

Aydogan, Berna - In: Eurasian business review 7 (2017) 3, pp. 407-419

This study attempts to analyze the effects of investor sentiment on volatility of nine stock markets, and capture the … France and Germany, stock market volatility is sensitive to negative shock in investor sentiment, supporting the existence of …, while policymakers can take steps to stabilize investor sentiment, thereby reducing stock market volatility and uncertainty. …

Persistent link: https://www.econbiz.de/10011813522