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~subject:"ARCH model"
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1
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
Saved in:
2
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
3
Financial spillover and global risk in a multi-region model of the
world
economy
Croitorov, Olga
;
Giovannini, Massimo
;
Hohberger, Stefan
; …
- In:
Journal of economic behavior & organization : JEBO
177
(
2020
),
pp. 185-218
Persistent link: https://www.econbiz.de/10012437314
Saved in:
4
Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
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5
Cartels in the European Union, antitrust action, and public attention
Garz, Marcel
;
Maaß, Sabrina
- In:
Journal of economic behavior & organization : JEBO
186
(
2021
),
pp. 533-547
Persistent link: https://www.econbiz.de/10012656900
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6
Financial liberalization and the onset of financial crisis in Western European states between 1983 and 2011 : an econometric investigation
Eichacker, Nina
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 323-343
Persistent link: https://www.econbiz.de/10011540137
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7
Does the stock market really cause unemployment? : a cross-country analysis
Pan, Wei-Fong
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 34-43
Persistent link: https://www.econbiz.de/10012036288
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8
The effects of the fossil fuel divestment campaign on stock returns
Halcoussis, Dennis
;
Lowenberg, Anton D.
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 669-674
Persistent link: https://www.econbiz.de/10012120150
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9
Financial contagion across major stock markets : a study during crisis episodes
BenMim, Imen
;
BenSaïda, Ahmed
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012120229
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10
Asymmetric volatility in equity markets around the
world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
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