Economics, Econometrics and Finance
5 years ago

Stock market volatility in largest economies impacts global investors' decisions.

International Journal of Accounting and Financial Reporting
Opportunity or Crisis? Volatility and Leverage Effect in the World’s Largest Economies
Amalendu Bhunia, Devrim Yaman

Paper Summary

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The article explores how volatility and leverage affect the economies of the US, China, and India since 1997. Chinese stock markets are the most volatile, while the US has the highest returns. Chinese markets are slower to react to new information compared to the US and India. The three economies are connected, with past volatility predicting future volatility. Positive stock market returns lead to lower volatility. Investors should consider volatility and leverage, not just returns, when investing in these countries.