News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets
Year of publication: |
2018
|
---|---|
Authors: | Gupta, Rangan ; Kollias, Chrēstos ; Papadamou, Stephanos ; Wohar, Mark E. |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 47/48.2018, p. 76-90
|
Subject: | GARCH models | NVIX index | Stock-bond covariance | USA | United States | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Theorie | Theory |
-
Ojeda Cunya, Junior Alex, (2016)
-
Modelling and forecasting volatility for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A., (2019)
-
Gencer, Hatice Gaye, (2016)
- More ...
-
Geopolitical risks and the oil-stock nexus over 1899-2016
Antonakakis, Nikolaos, (2017)
-
Armed conflicts and capital markets : the case of the Israeli military offensive in the Gaza Strip
Kollias, Chrēstos, (2010)
-
Terrorism and capital markets : the effects of the Istanbul bombings
Christofis, Nikos, (2010)
- More ...