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~isPartOf:"Economics and finance working paper series"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Volatilität
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55
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Caporale, Guglielmo Maria
20
Spagnolo, Nicola
11
Gil-Alaña, Luis A.
6
Beirne, John
4
Spagnolo, Fabio
4
Moore, Tomoe
3
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
Al-Maadid, Alanoud
1
Ali, Faek Menla
1
Amor, Thouraya Hadj
1
Bhaumik, Sumon Kumar
1
Campos, Nauro
1
Canepa, Alessandra
1
Chen, Qiwei
1
Ciferri, Davide
1
Girardi, Alessandro
1
Gregoriou, Andros
1
Hunter, John
1
Ibnrubbian, Abdullah
1
Karanasos, Menelaos G.
1
Kartsaklas, A.
1
Makarenko, Inna
1
Plastun, Alex
1
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Economics and finance working paper series
Working paper
99
CREATES research paper
33
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26
Fisher College of Business working paper series
25
Meddelanden från Svenska Handelshögskolan
23
Working paper series / European Central Bank
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Cardiff economics working papers
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Discussion paper / Centre for Economic Policy Research
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SFB 649 discussion paper
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CFS working paper series
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Department of Economics working paper series
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Discussion paper
11
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
11
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
11
Discussion papers in economics
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working papers series / Federal Reserve Bank of San Francisco
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Working papers / Rodney L. White Center for Financial Research
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Working papers / University of Connecticut, Department of Economics
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Discussion papers / Adam Smith Business School, University of Glasgow
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Working paper series
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1
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
2
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
3
Does faith move stock markets? : evidence from Saudi Arabia
Canepa, Alessandra
;
Ibnrubbian, Abdullah
-
2014
Persistent link: https://www.econbiz.de/10010402681
Saved in:
4
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
6
Long memory in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
7
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
8
Trader type effects on the volatility-volume relationship : evidence from the KOSPI 200 index futures market
Kartsaklas, Aris
-
2013
Persistent link: https://www.econbiz.de/10009767838
Saved in:
9
Long run dependencies in stock volatility and trading volume
Kartsaklas, Aris
;
Karanasos, Menelaos
-
2013
Persistent link: https://www.econbiz.de/10009767839
Saved in:
10
Derivatives trading and the volume : volatility link in the Indian stock market
Bhaumik, Sumon Kumar
;
Karanasos, Menelaos
;
Kartsaklas, A.
-
2013
Persistent link: https://www.econbiz.de/10009767846
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