Blar i Vitenskapelige publikasjoner (SV-HH) på forfatter "Helseth, Marius Aleksander Emblem"
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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 ...