Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin
Fuente:
arXiv
Guardado en:
| Autores principales: | Adrangi, Bahram, Chatrath, Arjun, Hatamerad, Saman, Raffiee, Kambiz |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods
por: Adrangi, Bahram, et al.
Publicado: (2025)
por: Adrangi, Bahram, et al.
Publicado: (2025)
Enterprise value, economic and policy uncertainties: the case of US air carriers
por: Adrangi, Bahram, et al.
Publicado: (2025)
por: Adrangi, Bahram, et al.
Publicado: (2025)
Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
por: Yang, Junlin
Publicado: (2025)
por: Yang, Junlin
Publicado: (2025)
Lassoed Boosting and Linear Prediction in the Equities Market
por: Huang, Xiao
Publicado: (2021)
por: Huang, Xiao
Publicado: (2021)
State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
por: Yano, Toru
Publicado: (2024)
por: Yano, Toru
Publicado: (2024)
Cross-sectional Dependence in Idiosyncratic Volatility
por: Kalnina, Ilze, et al.
Publicado: (2024)
por: Kalnina, Ilze, et al.
Publicado: (2024)
Return and Volatility Forecasting Using On-Chain Flows in Cryptocurrency Markets
por: Chi, Yeguang, et al.
Publicado: (2024)
por: Chi, Yeguang, et al.
Publicado: (2024)
On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
por: Feng, XinWei, et al.
Publicado: (2025)
por: Feng, XinWei, et al.
Publicado: (2025)
Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach
por: Chung, Seulki
Publicado: (2024)
por: Chung, Seulki
Publicado: (2024)
Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price
por: Chen, Muzi, et al.
Publicado: (2024)
por: Chen, Muzi, et al.
Publicado: (2024)
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
por: Mamonov, Mikhail, et al.
Publicado: (2024)
por: Mamonov, Mikhail, et al.
Publicado: (2024)
On the Asymmetric Volatility Connectedness
por: Hatemi-J, Abdulnasser
Publicado: (2024)
por: Hatemi-J, Abdulnasser
Publicado: (2024)
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting
por: Takahashi, Makoto, et al.
Publicado: (2024)
por: Takahashi, Makoto, et al.
Publicado: (2024)
Improving S&P 500 Volatility Forecasting through Regime-Switching Methods
por: Blake, Ava C., et al.
Publicado: (2025)
por: Blake, Ava C., et al.
Publicado: (2025)
Copula Central Asymmetry of Equity Portfolios
por: Frattarolo, Lorenzo
Publicado: (2024)
por: Frattarolo, Lorenzo
Publicado: (2024)
Financial Deepening and Economic Growth in Select Emerging Markets with Currency Board Systems: Theory and Evidence
por: Qiu, Yujuan
Publicado: (2024)
por: Qiu, Yujuan
Publicado: (2024)
Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
por: Vallarino, Diego
Publicado: (2025)
por: Vallarino, Diego
Publicado: (2025)
A Dynamic Factor Model for Level and Volatility
por: Mumtaz, Haroon, et al.
Publicado: (2026)
por: Mumtaz, Haroon, et al.
Publicado: (2026)
Large Bayesian Tensor VARs with Stochastic Volatility
por: Chan, Joshua C. C., et al.
Publicado: (2024)
por: Chan, Joshua C. C., et al.
Publicado: (2024)
Economic Diversification and Social Progress in the GCC Countries: A Study on the Transition from Oil-Dependency to Knowledge-Based Economies
por: Goldani, Mahdi, et al.
Publicado: (2024)
por: Goldani, Mahdi, et al.
Publicado: (2024)
Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility
por: Choi, Sung Hoon, et al.
Publicado: (2025)
por: Choi, Sung Hoon, et al.
Publicado: (2025)
Stochastic Volatility-in-mean VARs with Time-Varying Skewness
por: Ferreira, Leonardo N., et al.
Publicado: (2025)
por: Ferreira, Leonardo N., et al.
Publicado: (2025)
Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
por: Buchwalter, Bastien, et al.
Publicado: (2025)
por: Buchwalter, Bastien, et al.
Publicado: (2025)
On Bayesian Filtering for Markov Regime Switching Models
por: Hashimzade, Nigar, et al.
Publicado: (2024)
por: Hashimzade, Nigar, et al.
Publicado: (2024)
Large Volatility Matrix Prediction using Tensor Factor Structure
por: Choi, Sung Hoon, et al.
Publicado: (2024)
por: Choi, Sung Hoon, et al.
Publicado: (2024)
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector
por: Choi, Sung Hoon, et al.
Publicado: (2024)
por: Choi, Sung Hoon, et al.
Publicado: (2024)
Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
por: Figueroa-López, José E., et al.
Publicado: (2024)
por: Figueroa-López, José E., et al.
Publicado: (2024)
Regime-Switching Density Forecasts Using Economists' Scenarios
por: Moramarco, Graziano
Publicado: (2021)
por: Moramarco, Graziano
Publicado: (2021)
Recursive Score and Hessian Computation in Regime-Switching Models
por: Li, Chaojun, et al.
Publicado: (2022)
por: Li, Chaojun, et al.
Publicado: (2022)
Large Global Volatility Matrix Analysis Based on Observation Structural Information
por: Choi, Sung Hoon, et al.
Publicado: (2023)
por: Choi, Sung Hoon, et al.
Publicado: (2023)
Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
por: Chua, Chew Lian, et al.
Publicado: (2025)
por: Chua, Chew Lian, et al.
Publicado: (2025)
Forecasting Oil Volatility through Network Models with GARCH-Informed Correlation Weights
por: Djebari, Fayçal, et al.
Publicado: (2025)
por: Djebari, Fayçal, et al.
Publicado: (2025)
The Fourier-Malliavin Volatility (FMVol) MATLAB library
por: Sanfelici, Simona, et al.
Publicado: (2024)
por: Sanfelici, Simona, et al.
Publicado: (2024)
Conduct Parameter Estimation in Homogeneous Goods Markets with Equilibrium Existence and Uniqueness Conditions: The Case of Log-linear Specification
por: Matsumura, Yuri, et al.
Publicado: (2024)
por: Matsumura, Yuri, et al.
Publicado: (2024)
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
por: Deng, Lin, et al.
Publicado: (2023)
por: Deng, Lin, et al.
Publicado: (2023)
Agentic Economic Modeling
por: Zhang, Bohan, et al.
Publicado: (2025)
por: Zhang, Bohan, et al.
Publicado: (2025)
Market Sensitivities and Growth Differentials Across Australian Housing Markets
por: Sijp, Willem P
Publicado: (2025)
por: Sijp, Willem P
Publicado: (2025)
Testing for an Explosive Bubble using High-Frequency Volatility
por: Boswijk, H. Peter, et al.
Publicado: (2024)
por: Boswijk, H. Peter, et al.
Publicado: (2024)
Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
por: Jha, Ayush, et al.
Publicado: (2024)
por: Jha, Ayush, et al.
Publicado: (2024)
Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19
por: Das, Avik, et al.
Publicado: (2022)
por: Das, Avik, et al.
Publicado: (2022)
Ejemplares similares
-
Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods
por: Adrangi, Bahram, et al.
Publicado: (2025) -
Enterprise value, economic and policy uncertainties: the case of US air carriers
por: Adrangi, Bahram, et al.
Publicado: (2025) -
Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
por: Yang, Junlin
Publicado: (2025) -
Lassoed Boosting and Linear Prediction in the Equities Market
por: Huang, Xiao
Publicado: (2021) -
State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
por: Yano, Toru
Publicado: (2024)