Showing 1 - 10 of 35
Persistent link: https://www.econbiz.de/10014234339
Persistent link: https://www.econbiz.de/10014373763
Persistent link: https://www.econbiz.de/10014368310
Persistent link: https://www.econbiz.de/10015163134
Persistent link: https://www.econbiz.de/10010402658
Macroeconomic factors play a pivotal role in attracting foreign investment in the country. This study investigates the relationship between macroeconomic factors and foreign portfolio investment volatility in South Asian countries. The monthly data is collected for the period ranging from 2000...
Persistent link: https://www.econbiz.de/10011861652
Persistent link: https://www.econbiz.de/10011747332
Persistent link: https://www.econbiz.de/10011594241
Persistent link: https://www.econbiz.de/10011607022
We examine the impact of oil price and oil price volatility on US illiquidity premiums (return on illiquid-minus-liquid stocks), using the US Oil Fund options implied volatility OVX index. We use daily data from 2007 to 2018, taking into account the structural break in June 2009 and controlling...
Persistent link: https://www.econbiz.de/10012302569