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[PDF] Top 20 Policy risk and Stock Market volatility in China

Has 10000 "Policy risk and Stock Market volatility in China" found on our website. Below are the top 20 most common "Policy risk and Stock Market volatility in China".

Policy risk and Stock Market volatility in China

Policy risk and Stock Market volatility in China

... China‘s policy-driven stock market is that it is a market in which political calculations, policy missions and administrative interferences are more important than the dynamics of ... See full document

182

Stock market volatility using GARCH models: Evidence from South Africa and China stock markets

Stock market volatility using GARCH models: Evidence from South Africa and China stock markets

... While volatility in developed stock markets has been comprehensively researched, little has been done in terms of volatility in developing stock ...higher volatility and low ... See full document

12

Equity politics and market institutions: The development of stock market policy and regulation in China, 1984 2000

Equity politics and market institutions: The development of stock market policy and regulation in China, 1984 2000

... Consider the senior leadership within the zhongyang,, the 30-odd members of the Political Bureau of the Central Committee and its standing committee, many of whom also occupy senior positions in the State Council (and ... See full document

396

Inflation and stock market volatility in Kenya

Inflation and stock market volatility in Kenya

... financial market when making decisions rely on their ability to assess market risk and the likely profitability of the financial assets and maximize the returns from their ...market ... See full document

100

MEASURING NIGERIAN STOCK MARKET VOLATILITY

MEASURING NIGERIAN STOCK MARKET VOLATILITY

... of market, old information is more important than recent information and makes the market highly ...predictable stock market is inefficient according to the Efficient Market Hypothesis; ... See full document

14

Futures Trading and Its Impact on Volatility of Indian Stock Market

Futures Trading and Its Impact on Volatility of Indian Stock Market

... the risk exposure that they ...of volatility and its spillover, the results of which are ...modeling volatility the work done by Pre-eminence of Bollerslev (1986), Engle (1982), Bollerslev and Engle ... See full document

17

Mexican Stock Market Index Volatility

Mexican Stock Market Index Volatility

... Karachi Stock Exchange in Pakistan was investigated by Javed and Akhtar (2012) using correlation and regression test on the financial ...size, risk, tangibility and non-debt tax shield were found to be the ... See full document

16

Economic exposure, pricing of risk and various volatility dynamics of stock returns on an emerging stock market

Economic exposure, pricing of risk and various volatility dynamics of stock returns on an emerging stock market

... Pakistan, stock market has shown exceptional performance over the last decade (IMF Country Report, ...in stock market (particularly from 2000 to 2007) included, decrease in interest rate from ... See full document

84

Mexican Stock Market Index Volatility

Mexican Stock Market Index Volatility

... The MAG analysis proceeds on the basis that since it is more expensive for banks to fund assets with capital than with deposits or wholesale debt, banks facing stronger capital requirements will seek to use a combination ... See full document

36

Market Linkage of Indian Stock Market with Select Stock Markets

Market Linkage of Indian Stock Market with Select Stock Markets

... the market index return of all six stock ...Kong stock market and the lowest in the American stock ...six stock markets, India’s Bombay stock exchange had more standard ... See full document

6

The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility

The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility

... the volatility of the stochastic discount factor. As a result, risk premia go up and stock returns become more volatile and more highly correlated across firms” (Pastor and Veronesi, 2012, ...on ... See full document

40

Capital asset pricing model and the three factor model: empirical evidence from emerging African stock markets

Capital asset pricing model and the three factor model: empirical evidence from emerging African stock markets

... Chinese stock markets (both Shanghai and ...time-varying volatility and demonstrate that the Chinese stock markets volatility is highly persistent and ...expected risk ... See full document

330

Index Terms –Stock market volatility, impact of volatility, factors of volatility, growth and volatility, trade

Index Terms –Stock market volatility, impact of volatility, factors of volatility, growth and volatility, trade

... the volatility of the stocks affected by the reform declines after the implementation of the reform, relative to other stocks, which means that the effect of retail trading on volatility is ...payoffs, ... See full document

18

Environmental Disclosure Practices and Stock Market Return Volatility in The Nigerian Stock Market

Environmental Disclosure Practices and Stock Market Return Volatility in The Nigerian Stock Market

... the stock market valuation of their environmental ...such market valuation of environmental information is the effect of company-specific environmental news on stock ...(2017) stock ... See full document

14

EMPIRICAL ANALYSIS OF STOCK MARKET VOLATILITY AND MACROECONOMIC VOLATILITY IN INDIA

EMPIRICAL ANALYSIS OF STOCK MARKET VOLATILITY AND MACROECONOMIC VOLATILITY IN INDIA

... of volatility in financial market is important for various ...greater volatility in financial markets can have wide repercussion for the whole ...the stock market crash in 1987 reduced ... See full document

29

The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt

The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt

... examine volatility on the Egyptian ...of stock returns on the Egyptian Exchange including the relationship between returns and conditional volatility using GARCH ...exhibit volatility ... See full document

13

Mexican Stock Market Index Volatility

Mexican Stock Market Index Volatility

... the volatility term, not only by academics but also by investors in the stock market in Mexico which requires a measure of risk when making ...at risk, and financial strategies, justify ... See full document

16

Are Value At Risk And  Maximum Drawdown Different  From Volatility In Stock Market?

Are Value At Risk And Maximum Drawdown Different From Volatility In Stock Market?

... whereas volatility represents the average deviation or the ...the volatility. In equation (1), we can easily see that volatility explains everything about VaR under ... See full document

6

Impact of Monetary Policy on the Volatility of Stock Market in Pakistan

Impact of Monetary Policy on the Volatility of Stock Market in Pakistan

... SBP has been using a selective credit control measures like the imposition of minimum margin requirements as an instrument of monetary policy. The interest rate was kept low during 19480-70 to contain rise in the ... See full document

13

Asymmetric Effect of Monetary Policy on Stock Market Volatility in ASEAN5

Asymmetric Effect of Monetary Policy on Stock Market Volatility in ASEAN5

... monetary policy stance: refinancing rate in Vietnam, 1-day repurchase rate in Thailand, reverse repo rate in Thailand, overnight interest rate in Philippines, and discount rate in ...composite stock index ... See full document

13

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