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The response of stock market volatility to futures-based measures of monetary policy shocks
Gospodinov, Nikolaj; Jamali, Ibrahim - In: International review of economics & finance : IREF 37 (2015), pp. 42-54
Persistent link: https://www.econbiz.de/10011538240
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Analysis of stock market volatility : adjusted VPIN with high-frequency data
Yang, Haijun; Feng, Xue - In: International review of economics & finance : IREF 75 (2021), pp. 210-222
Persistent link: https://www.econbiz.de/10012692470
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Harnessing the decomposed realized measures for volatility forecasting : evidence from the US stock market
Lu, Botao; Ma, Feng; Wang, Jiqian; Ding, Hui; Wahab, M. … - In: International review of economics & finance : IREF 72 (2021), pp. 672-689
Persistent link: https://www.econbiz.de/10012672074
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Analysis of the performance of volatility-based trading strategies on scheduled news announcement days : an international equity market perspective
López, Raquel; Esparcia, Carlos - In: International review of economics & finance : IREF 71 (2021), pp. 32-54
Persistent link: https://www.econbiz.de/10012627756
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Margin trading and stock idiosyncratic volatility : evidence from the Chinese stock market
Gui, Pingshu; Zhu, Yifeng - In: International review of economics & finance : IREF 71 (2021), pp. 484-496
Persistent link: https://www.econbiz.de/10012627803
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Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
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Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.; Akanni, Lateef O.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
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The role of US implied volatility index in forecasting Chinese stock market volatility : evidence from HAR models
Xiao, Jihong; Wen, Fenghua; Zhao, Yupei; Wang, Xiong - In: International review of economics & finance : IREF 74 (2021), pp. 311-333
Persistent link: https://www.econbiz.de/10012792965
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Research on the time-varying network structure evolution of the stock indices of the BRICS countries based on fluctuation correlation
Dong, Zhiliang; An, Haizhong; Liu, Sen; Li, Zhengyang; … - In: International review of economics & finance : IREF 69 (2020), pp. 63-74
Persistent link: https://www.econbiz.de/10012486320
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Are idiosyncratic risk and extreme positive return priced in the Indian equity market?
Syed Riaz Mahmood Ali; Hasan, Mohammad Nurul; … - In: International review of economics & finance : IREF 70 (2020), pp. 530-545
Persistent link: https://www.econbiz.de/10012486833