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Kim Hiang Liow, Yuting Huang and Kai Li Heng
The aim of this paper was to examine the relationship between changes in the US and China macroeconomic conditions and the excess returns of nine Asian-Pacific public real estate markets (Singapore, Indonesia, Malaysia, the Philippines, Thailand, Austral...
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Muhammad Ishfaq,Zhang Bi Qiong,Syed Mehmood Raza Shah
Pág. 119 - 127
This paper examines the impact of the US and Chinese macro economic announcements on foreign exchange implied volatilities of SPX, VXFXI, BPVIX, JYVIX, and EUVIX from 2011 to 2016. The study indicates that implied volatility becomes significant and leads...
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Ahmed Al Samman,Mahmoud Moustafa Otaify
Pág. 300 - 315
This paper investigates how volatility of characteristics-sorted portfolios respond to macroeconomic volatility based on Egyptian data covering the period July 2002 ? June 2015. The paper uses three characteristics, namely size, book-to-market ratio and ...
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Anjum Siddiqui,Abdul Waheed,Haider Mahmood
Pág. 1768 - 1777
We examine the effects of various new variables relating to uncertainty and find that ?social uncertainty? in the form of increased crime is leading to portfolio substitution from bank accounts towards savings in durable goods and other real assets in a ...
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William Bekoe,Philip Kofi Adom
Pág. 276 - 293
In spite of the progress made in economic performance over the years, the Ghanaian economy continues to be bedevilled by a host of constraints. Among these constraints are low levels of savings and investments which have raised serious concerns among eco...
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