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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"CBN Journal of Applied Statistics"
~subject:"GARCH"
~subject:"Stock index"
~subject:"World"
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Onour, Ibrahim
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1
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
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2
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
5
The impact of regulatory ban on connectedness of cryptocurrency market
Yu, Cong
;
Chen, Yun
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 654-660
Persistent link: https://www.econbiz.de/10014557821
Saved in:
6
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
7
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
8
How did gold prices respond to the COVID-19 pandemic?
Paramati, Sudharshan Reddy
;
Shamsabadi, Hussein Abedi
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2987-2993
Persistent link: https://www.econbiz.de/10014414121
Saved in:
9
Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
10
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
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