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Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Shang, Jin; Hamori, Shigeyuki - In: Energy economics 132 (2024), pp. 1-42
Persistent link: https://www.econbiz.de/10015047391
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Price distortion induced by a flawed stock market index
Miwa, Kotaro; Ueda, Kazuhiro - In: Financial markets and portfolio management 30 (2016) 2, pp. 137-160
Persistent link: https://www.econbiz.de/10011477597
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Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
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Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
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The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun; Han, Chuan-Hsiang - In: Applied economics letters 30 (2023) 15, pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
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A study on risk return relationship of Indian equity markets
Thappa, Sankar - In: Advances in Management Research : Emerging Challenges …, (pp. 237-242). 2022
Persistent link: https://www.econbiz.de/10014434886
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Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Rubbaniy, Ghulame; Khalid, Ali Awais; Tessema, Abiot Mindaye - In: Studies in economics and finance 40 (2023) 1, pp. 192-212
Persistent link: https://www.econbiz.de/10013503892
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A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo; Lee, Eun-joo; Lee, Seung-Hwan - In: Applied economics 48 (2016) 13/15, pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
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Do ETFs increase volatility?
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2014
Persistent link: https://www.econbiz.de/10010360081
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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2014
Persistent link: https://www.econbiz.de/10010239958