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Exploiting spillovers to forecast crashes
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - In: Journal of forecasting 36 (2017) 8, pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
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Global systemic risk measures and their forecasting power for systemic events
Grundke, Peter; Tuchscherer, Michael - In: The European journal of finance 25 (2019) 3, pp. 205-233
Persistent link: https://www.econbiz.de/10012206970
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Forecasting international equity market volatility : a new approach
Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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The global latent factor and international index futures returns predictability
Chang, Shu-Lien; Lee, Hsiu-chuan; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 3, pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
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Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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Bank stock performance and bank regulation around the globe
Pelster, Matthias; Irresberger, Felix; Weiß, Gregor - In: The European journal of finance 24 (2018) 1/3, pp. 77-113
Persistent link: https://www.econbiz.de/10012244281
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Foreign bias in bond portfolio investments : the role of economic and non-economic factors and the impact of the global financial and sovereign debt crises
Bhatta, Bibek; Marshall, Andrew P.; Thapa, Chandra - In: The European journal of finance 24 (2018) 7/9, pp. 654-681
Persistent link: https://www.econbiz.de/10012244387
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Do international institutions affect financial markets? : evidence from the Greek Sovereign Debt Crisis
Gogstad, Marianne; Kutan, Ali Mustafa; Muradoğlu, Gülnur - In: The European journal of finance 24 (2018) 7/9, pp. 584-605
Persistent link: https://www.econbiz.de/10012244392
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The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: The European journal of finance 26 (2020) 14, pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974