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isPartOf:"Economics letters"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Experiment"
~subject:"Volatility"
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Economics letters
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Macroeconomic volatility, institutions and financial architectures : the developing world experience
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1
Portfolio instability and socially responsible investment : experiments with financial professionals and students
Tatarnikova, Olga
;
Duchêne, Sébastien
;
Sentis, Patrick
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-42
Persistent link: https://www.econbiz.de/10014479352
Saved in:
2
Do asset-backed stablecoins spread crypto volatility to traditional financial assets? : evidence from Tether
Wu, Shui Tang
;
Leung, Pak Ho
- In:
Economics letters
229
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014456112
Saved in:
3
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
4
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
5
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
6
Over-the-counter versus double auction in asset markets with near-zero-intelligence traders
Lu, Dong
;
Zhan, Yaosong
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013539524
Saved in:
7
The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
Saved in:
8
Is market liquidity less resilient after the financial crisis? : evidence for US Treasuries
Broto, Carmen
;
Lamas, Matías
- In:
Economic modelling
93
(
2020
),
pp. 217-229
Persistent link: https://www.econbiz.de/10012430136
Saved in:
9
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian
;
Abid, Ilyes
;
Guesmi, Khaled
; …
- In:
Economic modelling
93
(
2020
),
pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
Saved in:
10
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
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