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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012264953

Macro-financial linkages in the high-frequency domain : the effects of uncertainty on realized volatility

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019

This paper estimates a bivariate HEAVY system including daily and intra-daily volatility equations and its macro-augmented asymmetric power extension. It focuses on economic factors that exacerbate stock market volatility and represent major threats to financial stability. In particular, it...

Persistent link: https://www.econbiz.de/10012158736

Financial volatility modeling with option-implied information and important macro-factors

Yfanti, Stavroula; Karanasos, Menelaos - In: Journal of the Operational Research Society 73 (2022) 9, pp. 2129-2149

Persistent link: https://www.econbiz.de/10013532426

Emerging stock market volatility and economic fundamentals : the importance of US uncertainty spillovers, financial and health crises

Karanasos, Menelaos; Yfanti, S.; Hunter, John - In: Risk management decisions and value under uncertainty, (pp. 1077-1116). 2022

Persistent link: https://www.econbiz.de/10013342085

The transmission of US economic policy uncertainty shocks to Asian and global financial markets

Kido, Yosuke - In: The North American journal of economics and finance : a … 46 (2018), pp. 222-231

Persistent link: https://www.econbiz.de/10012036619

Risks of entrepreneurship amid the COVID-19 crisis

Litvinova, Tatiana N. - In: Risks : open access journal 10 (2022) 8, pp. 1-26

, explaining-thoroughly and in detail-the essence of these risks, and opening possibilities for highly-effective risk management. …

Persistent link: https://www.econbiz.de/10013365628

Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate

Long, Shaobo; Zhang, Rui; Hao, Jing - In: Journal of international financial markets, … 78 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013357325

Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets

Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014479044

The pandemic and economic policy uncertainty

Al-Thaqeb, Saud Asaad; Algharabali, Barrak Ghanim; … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2784-2794

Persistent link: https://www.econbiz.de/10013329827

Risk spillovers in global financial markets : evidence from the COVID-19 crisis

Fang, Yi; Shao, Zhiquan; Zhao, Yang - In: International review of economics & finance : IREF 83 (2023), pp. 821-840

Persistent link: https://www.econbiz.de/10014246824