Sinossi
Research on political risk tends to elucidate that political news affects financial 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).
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Informazioni sull'autore
Tahir 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 on financial market volatility.
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Political Risk and Stock Market Volatility
Editore:
LAP LAMBERT Academic Publishing Jul 2011, 2011
ISBN 10: 3845411813
ISBN 13: 9783845411811
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Taschenbuch. Condizione: 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. Codice articolo 9783845411811
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Political Risk and Stock Market Volatility
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Political Risk and Stock Market Volatility
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
ISBN 10: 3845411813
ISBN 13: 9783845411811
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Condizione: 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. Codice articolo 131698916
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Political Risk and Stock Market Volatility
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Condizione: 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. Codice articolo 5481125
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Political Risk and Stock Market Volatility
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
ISBN 10: 3845411813
ISBN 13: 9783845411811
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Condizione: New. PRINT ON DEMAND pp. 72. Codice articolo 18128855857
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Political Risk and Stock Market Volatility
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LAP LAMBERT Academic Publishing Jul 2011, 2011
ISBN 10: 3845411813
ISBN 13: 9783845411811
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: 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. Codice articolo 9783845411811
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Political Risk and Stock Market Volatility
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LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3845411813
ISBN 13: 9783845411811
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Taschenbuch. Condizione: 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). Codice articolo 9783845411811
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Political Risk and Stock Market Volatility
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Taschenbuch. Condizione: 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. Codice articolo 106883594
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