ISBN: 9783845411811 - political risk and stock market volatility (8 resultados)

Condición: New. pp. 72.

Taschenbuch. Condición: Neu. Political Risk and Stock Market Volatility | Muhammad Tahir Suleman | Taschenbuch | 72 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783845411811 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Research on political risk tends to elucidate that political news affects nancial markets. Especially stock markets respond to new information regarding political decisions that may affect domestic and foreign policy. In this study, we examined the effect of good and bad political news on returns and volatility for this We employ the EGARCH model proposed by Engle and Victor (1991) as it allows good and bad news to have a different impact on volatility.Our result shows that good news has positive impact on the stock returns and also decreased the volatility.On the other hand, bad political news has negative influence on the returns (decrease the returns) and increase the volatility (positive effect). 72 pp. Englisch.…

Condición: New. Print on Demand pp. 72 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Research on political risk tends to elucidate that political news affects nancial markets. Especially stock markets respond to new information regarding political decisions that may affect domestic and foreign policy. In this study, we examined the effect of good and bad political news on returns and volatility for this We employ the EGARCH model proposed by Engle and Victor (1991) as it allows good and bad news to have a different impact on volatility.Our result shows that good news has positive impact on the stock returns and also decreased the volatility.On the other hand, bad political news has negative influence on the returns (decrease the returns) and increase the volatility (positive effect).…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Suleman Muhammad TahirTahir is PhD Finance Student. He hold M.Sc. Quantitative Finance degree from Hanken School of Economics, Finland and MS Financial Economics degree from University of Skovde, Sweden. Thair is currently working o.…

Condición: New. PRINT ON DEMAND pp. 72.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Research on political risk tends to elucidate that political news affects ¿nancial markets. Especially stock markets respond to new information regarding political decisions that may affect domestic and foreign policy. In this study, we examined the effect of good and bad political news on returns and volatility for this We employ the EGARCH model proposed by Engle and Victor (1991) as it allows good and bad news to have a different impact on volatility.Our result shows that good news has positive impact on the stock returns and also decreased the volatility.On the other hand, bad political news has negative influence on the returns (decrease the returns) and increase the volatility (positive effect).VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 72 pp. Englisch.…