STOCK MARKET RETURNS AND VOLATILITY: MACROECONOMIC NEWS ANNOUNCEMENTS, INTERACTIONS, AND MARKET RISK ANALYSIS
This study examines how stock market returns and volatility responses to macroeconomic news announcements in US and Europe, and oil prices. Moreover, the market risk associated with these stock markets based on selected countries and regions is also analyzed here. In all chapters, the data is in a...
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| Format: | Others |
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OpenSIUC
2018
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| Online Access: | https://opensiuc.lib.siu.edu/dissertations/1583 https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=2587&context=dissertations |