Synopsis
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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About the Author
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
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
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Political Risk and Stock Market Volatility
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Political Risk and Stock Market Volatility
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Taschenbuch. Condition: 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. Seller Inventory # 9783845411811
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Political Risk and Stock Market Volatility
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ISBN 13: 9783845411811
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Political Risk and Stock Market Volatility
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Condition: 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. Seller Inventory # 5481125
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Political Risk and Stock Market Volatility
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Taschenbuch. Condition: 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).Books on Demand GmbH, Überseering 33, 22297 Hamburg 72 pp. Englisch. Seller Inventory # 9783845411811
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Political Risk and Stock Market Volatility
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Taschenbuch. Condition: 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). Seller Inventory # 9783845411811
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Political Risk and Stock Market Volatility
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Taschenbuch. Condition: 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: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 106883594
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