Similar Search Results - EconBiz

Microstructure invariance in U.S. stock market trades

Kyle, Albert S.; Obižaeva, Anna; Tuzun, Tugkan - 2016 - This draft: April 19, 2016

This paper studies invariance relationships in tick-by-tick transaction data in the U.S. stock market. Over the 1993–2001 period, the estimated monthly regression coefficients of the log of trade arrival rate on the log of trading activity have an almost constant value of 0.666, strikingly...

Persistent link: https://www.econbiz.de/10011500337

Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach

Hou, Yang; Li, Steven - In: Economic modelling 52 (2016), pp. 884-897

Persistent link: https://www.econbiz.de/10011643072

On the risk comovements between the crude oil market and U.S. dollar exchange rates

Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215

Persistent link: https://www.econbiz.de/10011645629

The macroeconomic determinants of the US term structure during the Great Moderation

Paccagnini, Alessia - In: Economic modelling 52 (2016), pp. 216-225

Persistent link: https://www.econbiz.de/10011645630

Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis

Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22

Persistent link: https://www.econbiz.de/10011647590

On oil-US exchange rate volatility relationships : an intraday analysis

Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben; … - In: Economic modelling 59 (2016), pp. 329-334

Persistent link: https://www.econbiz.de/10011647852

Forecasting gold futures market volatility using macroeconomic variables in the United States

Fang, Libing; Yu, Honghai; Xiao, Wen - In: Economic modelling 72 (2018), pp. 249-259

Persistent link: https://www.econbiz.de/10012100333

Oil price shocks and uncertainty : how stable is their relationship over time?

Degiannakis, Stavros; Filis, George; Panagiotakopoulou, … - In: Economic modelling 72 (2018), pp. 42-53

Persistent link: https://www.econbiz.de/10012100413

Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets

Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67

Persistent link: https://www.econbiz.de/10011813162

On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level

Bahmani-Oskooee, Mohsen; Aftab, Muhammad - In: Economic modelling 63 (2017), pp. 86-103

Persistent link: https://www.econbiz.de/10011813437

A service of the