Blar i UiS Brage på forfatter "Helseth, Marius Aleksander Emblem"
-
Can policy and financial risk predict stock markets?
Helseth, Marius Aleksander Emblem; Krakstad, Svein Olav; Molnar, Peter; Norlin, Karl-Martin (Peer reviewed; Journal article, 2020)Since higher risk should be rewarded with higher expected returns, more risky time periods are expected to predict rising stock markets. This paper focuses on implied volatility as a measure of financial risk and economic ... -
Can uncertainty predict stock markets? A cross country analysis.
Norlin, Karl-Martin; Helseth, Marius Aleksander Emblem (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-07-15)Economic intuition suggests that uncertainty could predict stock markets. We consider two uncertainty measures: implied volatility and economic policy uncertainty (EPU). It is wellknown implied volatility is negatively ...