Results 91 to 100 of about 2,929 (231)
International Entrepreneurship ReviewObjective: This study investigates the cross-sectoral spillover effect and the contribution of the volatility index (VIX) in the transmission of shocks in the Fragile Five (Brazil, India, Indonesia, South Africa, and Turkey). Research Design & Methods:
Aleksandra Jurkowska +2 more
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Global Factors in Noncore Bank Funding and Exchange Rate Flexibility
Journal of Money, Credit and Banking, EarlyView.Abstract We show that fluctuations in the ratio of noncore to core funding in the banking systems of advanced economies are largely driven by three global factors of both real and financial natures, with country‐specific factors playing only a minor role. Exchange rate flexibility helps insulate the noncore to core ratio from such global factors.
LUÍS A.V. CATÃO +2 more
wiley +1 more source
Demand risks and term structure of volatility index futures
Journal of Management Science and EngineeringIn this paper, we develop an equilibrium framework to explain the characteristics of volatility index (VIX) futures prices and returns across maturities.
Xinglin Yang, Juan Huang
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Macroprudential Policy in the Euro Area
Journal of Money, Credit and Banking, EarlyView.Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO +1 more
wiley +1 more source
Review of Business and Economics StudiesThe aim of this study is to empirically investigate the impact of various macroeconomic variables on the Borsa Istanbul Benchmark and Sectoral Indices. The impetus for this inquiry stems from the significant fluctuations in macroeconomic variables within
Erdem Bağci, Musa Bayir
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Journal of Money, Credit and Banking, EarlyView.Abstract Using confidential daily data, we examine the Bank of Israel's foreign exchange interventions from 2013 to 2019. We find that a 1 billion U.S. dollars (USD) purchase leads to a 0.82% depreciation of the Israeli Shekel (ILS)–a strong effect compared to other studies.
MARKUS HERTRICH, DANIEL NATHAN
wiley +1 more source
Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2017 Bu çalışmada Borsa İstanbul Kurumsal Yönetim Endeksi (XKURY) ile Korku Endeksi (Chicago Board Options Exchange Volatility Index-VIX) arasındaki uzun dönemli ilişki incelenecektir.
Veysel KULA, Ender BAYKUT
doaj
Dynamics effect of volatility index, interest rates, and commodity prices on Indonesian bond yields
Jurnal Ekonomi & Studi PembangunanSeveral factors influence the movements and dynamics of bond yields in financial markets. The determination of monetary policy, specifically the decisions regarding interest rates made by central banks, is a critical factor.
Susilo Nur Aji Cokro Darsono +4 more
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A Comprehensive Revisit to the Safe‐Haven Assets Literature
Journal of Economic Surveys, EarlyView.ABSTRACT A large number of studies examine the safe‐haven characteristics of different asset classes. However, this paper addresses a lack of systematic literature reviews and bibliometric analyses with a sound theoretical viewpoint the safe‐haven assets literature by focusing on 1305 studies published in top‐tier journals during 2013–2026 from the ...
Javed Bin Kamal +3 more
wiley +1 more source
Uluslararası Ekonomi, İşletme ve Politika DergisiThis study analyzes the asymmetric effects of global financial stress, exchange rate volatility, and energy market uncertainty on the Turkish stock market during the period 2010-2025.
Bayram Erkin Ay
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