Information Uncertainty and Volatility in Financial Stock Markets

Author:

DeLarosiere Jose J Haspa1,Nielsen Soren1

Affiliation:

1. Universidad EAFIT, Colombia

Abstract

Rising oil prices, steel prices - as well as the stronger dollar certainly impacted the financial markets during the latter part of May 2016. So also, the expected announcement of higher interest rates in June 2016 by the Federal Reserve. As well as illustrating the impact of financial shocks for emerging economies, this chapter also illustrates the impact of financial shocks for smaller – as well as more advanced economies. Having highlighted through the entire volume, the macroeconomic consequences of the changes and fluctuations of commodity prices – as reflected through the recent global financial market volatilities. This chapter will also focus on the main channels through which commodities price fluctuations affect business cycles in EMEs.

Publisher

IGI Global

Reference32 articles.

1. Emerging Market Business Cycles: The Cycle Is the Trend

2. Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries

3. Anzuini, A., Pagano, P., & Pisani, M. (2007). Oil Supply News in a VAR: Information from Financial Markets. Banca d’Italia.

4. Barsky, R. B., & Kilian, L. (2002). Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative. Journal of Economic Perspectives, 18(4), 115–34.

5. Bastourre, D., Carrera, J., Ibarlucia, J., & Sardi, M. (2012, October). Common Drivers in Emerging Market Spreads and Commodity Prices (Working Paper).

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