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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Speculative bubbles, financial crises and convergence in global real estate investment trusts
Joyeux, Roselyne; Milunovich, George - In: Applied economics 47 (2015) 25/27, pp. 2878-2898
Persistent link: https://www.econbiz.de/10010519839
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Could the global financial crisis improve the performance of the G7 stocks markets?
Vieito, João Paulo; Wong, Wing Keung; Zhu, Zhen-Zhen - In: Applied economics 48 (2016) 10/12, pp. 1066-1080
Persistent link: https://www.econbiz.de/10011432920
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Volatility spillovers and macroeconomic announcements : evidence from crude oil markets
Belgacem, Aymen; Creti, Anna; Guesmi, Khaled; Lahiani, Amine - In: Applied economics 47 (2015) 28/30, pp. 2974-2984
Persistent link: https://www.econbiz.de/10011289395
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An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Zhu, Huiming; Guo, Yawei; You, Wan-hai - In: Applied economics 47 (2015) 55/57, pp. 6055-6074
Persistent link: https://www.econbiz.de/10011381017
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Volatility spillovers across daytime and overnight information between China and world equity markets
Hua, Jian; Sanhaji, Bilel - In: Applied economics 47 (2015) 49/51, pp. 5407-5431
Persistent link: https://www.econbiz.de/10011341791
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World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
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Do differences in institutional and legal environments explain cross-country variations in IPO underpricing?
Hopp, Christian; Dreher, Axel - In: Applied economics 45 (2013) 4/6, pp. 435-454
Persistent link: https://www.econbiz.de/10009715064
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos; Salvador, Enrique - In: Economic modelling 37 (2014), pp. 216-223
Persistent link: https://www.econbiz.de/10010417707