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Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
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U.S. stock markets and the role of real interest rates
Huang, Wanling; Mollick, André Varella; Nguyen Khoa Huu - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 231-242
Persistent link: https://www.econbiz.de/10011627292
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Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.; Bouri, E.; Tiwari, Aviral Kumar; … - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
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Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.; Alhadab, Mohammad - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 355-371
Persistent link: https://www.econbiz.de/10012431325
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Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
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Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue; Goodell, John W.; Shen, Dehua - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
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Detecting periodically collapsing bubbles in the S&P 500
Nguyen, Quynh Nhu; Waters, George - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 83-91
Persistent link: https://www.econbiz.de/10013258514