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A variance spillover analysis without covariances : what do we miss?
Fengler, Matthias; Gisler, Katja I. M. - In: Journal of international money and finance 51 (2015), pp. 174-195
Persistent link: https://www.econbiz.de/10011475252
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Orthogonalized regressors and spurious precision, with an application to currency exposures
Liu, Fang; Sercu, Piet; Vandebroek, Martina - In: Journal of international money and finance 51 (2015), pp. 245-263
Persistent link: https://www.econbiz.de/10011475260
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Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of international money and finance 53 (2015), pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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Switching volatility in a nonlinear open economy
Benchimol, Jonathan; Ivashchenko, Sergey - In: Journal of international money and finance 110 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
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Spillover effects of capital controls on capital flows and financial risk contagion
Fan, Haichao; Gou, Qin; Peng, Yuchao; Xie, Wenjing - In: Journal of international money and finance 105 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012395259
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The role of two frictions in geographic price dispersion : when market friction meets nominal rigidity
Choi, Chi-young; Choi, Horag - In: Journal of international money and finance 63 (2016), pp. 1-27
Persistent link: https://www.econbiz.de/10011668337
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Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Lera, Sandro Claudio; Sornette, Didier - In: Journal of international money and finance 63 (2016), pp. 28-47
Persistent link: https://www.econbiz.de/10011668340
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Information demand and stock return predictability
Chronopoulos, Dimitris K.; Papadimitriou, Fotios I.; … - In: Journal of international money and finance 80 (2018), pp. 59-74
Persistent link: https://www.econbiz.de/10012000004
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Measuring the international dimension of output volatility
Everaert, Gerdie; Iseringhausen, Martin - In: Journal of international money and finance 81 (2018), pp. 20-39
Persistent link: https://www.econbiz.de/10012000018