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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Economic research"
~isPartOf:"Edward Elgar books"
~subject:"ARCH model"
~subject:"Stock market"
~subject:"United Kingdom"
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ARCH model
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Abedin, Mohammad Zoynul
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ECONIS (ZBW)
33
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1
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
2
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
3
Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin
- In:
Economic research
35
(
2022
)
1,6
,
pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554
Saved in:
4
Co-movement dynamics of US and Chinese stock market : evidence from COVID-19 crisis
Song, Ge
;
Xia, Zhiqing
;
Muhammad Farhan Basheer
;
Shah, …
- In:
Economic research
35
(
2022
)
1,3
,
pp. 2460-2476
Persistent link: https://www.econbiz.de/10014382177
Saved in:
5
Impact of early COVID-19 pandemic on the US and European stock markets and volatility forecasting
Rahman, Mohammad Mazibar
;
Chi, Guotai
;
Gupta, Anupam Das
; …
- In:
Economic research
35
(
2022
)
1,4
,
pp. 3591-3608
Persistent link: https://www.econbiz.de/10014384447
Saved in:
6
Investor confidence and high financial literacy jointly shape investments in risky assets
Cupák, Andrej
;
Fessler, Pirmin
;
Hsu, Joanne W.
; …
- In:
Economic modelling
116
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014512614
Saved in:
7
To what extent does COVID-19 drive stock market volatility? : a comparison between the U.S. and China
Gao, Xue
;
Ren, Yixin
;
Umar, Muhammad
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1686-1706
Persistent link: https://www.econbiz.de/10014380939
Saved in:
8
Is there a wage curve with regional real wages? : an analysis for the US and Poland
Rokicki, Bartłomiej
;
Blien, Uwe
;
Hewings, Geoffrey
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012797332
Saved in:
9
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
10
Global predictive power of the upside and downside variances of the US equity market
Xu, Yahua
;
Jun, Xiao
;
Zhang, Liguo
- In:
Economic modelling
93
(
2020
),
pp. 605-619
Persistent link: https://www.econbiz.de/10012430311
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