Skip to content

Similar papers

Case report Open access Sep 2026

What Volatility Reveals: Agnostic Identification of Exchange Rate and Treasury-Market Dynamics in Inconvenient Times

This paper studies the financial-market transmission of the April 2025 U.S. tariff announcements, with a particular focus on the unusual combination of dollar depreciation and rising long-term U.S. Treasury yields. We ask whether the market reaction can be understood as the propagation of a single tariff-announcement s...

Lucas ter Steege, S. Velasco · 0 citations
Open access Sep 2026

USDT premium as an empirical signal for crisis regime identification: evidence from the stablecoin market 2019–2026

This paper investigates whether USDT premium, defined as the deviation of the Tether price from its one-dollar peg in basis points, exhibits systematic and asymmetric behavior across different crisis regimes. Using daily data from January 2019 to January 2026 (n = 2,588), the analysis documents systematic asymmetry in...

Ngoc Quoc Huy Vo · 0 citations
2026

Trade Policy Shocks and the Indian Equity Market: An Empirical Analysis of U.S. Tariff Changes and Sectoral Stock Returns

This study aims to understand how major US tariff-policy announcements have influenced the prices of Indian equities. The study further explores conditional volatility and financial transmission channels from January 2018 to June 2026. This study employs a combined event-study framework. Generalized Autoregressive Cond...

Avinash Holihosur, Melita Simoes, Laxman R. Yaligar et al. · 0 citations
Open access Aug 2026

Do Tightening Cycles Amplify the Negative Effect of VIX Shocks on U.S. Bank Stock Returns?

This study examines whether monetary tightening amplifies the negative effect of VIX shocks on U.S. bank stock returns. Using daily public data from January 2010 to March 2026, the analysis constructs a panel of returns for four exchange-traded funds: KBE, KRE, XLF and SPY. Large increases in the CBOE Volatility Index...

Junhe Guan · 0 citations
Open access Sep 2026

Geopolitical Shocks and Short-Term Mean Reversion in Indian Equity Markets: Evidence from Four Event Studies

This study examines how geopolitical and systemic shocks affect short-term abnormal returns in Indian equity markets and investigates the role of foreign portfolio flows in these market reactions. Using event study methodology, the study analyses four episodes covering distinct shock types: the Russia-Ukraine war (Febr...

Reyaansh Agarwal · 0 citations
Open access Sep 2026

Do spot ethereum ETFs change macroeconomic price discovery? Hourly evidence from U.S. inflation announcements

Spot Ether exchange-traded funds (ETFs) gave regulated investors direct access to the second-largest cryptocurrency in July 2024. We ask whether this form of institutionalization changed the speed and state dependence of Ethereum's response to scheduled macroeconomic news. We align 84 U.S. CPI releases from 2019 to Mar...

Ricardo Teruel-Gutiérrez, Genoveva Aparicio Serrano · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.