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Capturing all the information in foreign currency option prices : solving for one versus two implied variables
Pedersen, William R. - In: Applied economics 30 (1998) 12, pp. 1679-1683
Persistent link: https://www.econbiz.de/10001364219
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Cross-country evidence on the link between inflation volatility and growth
Marhubi, Fahim Abdula al- - In: Applied economics 30 (1998) 10, pp. 1317-1326
Persistent link: https://www.econbiz.de/10001364134
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Volatility and persistence of fluctuations : individual production series in Italy, 1890 - 1985
Gallegati, Marco - In: Applied economics 27 (1995) 8, pp. 677-688
Persistent link: https://www.econbiz.de/10001186634
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Exchange rate volatility and aggregate export growth in Bangladesh
Hassan, M. Kabir - In: Applied economics 30 (1998) 2, pp. 189-201
Persistent link: https://www.econbiz.de/10001241379
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Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.; McMillan, David G. - In: Applied economics 48 (2016) 13/15, pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
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Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
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Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur; Cheng, Jen-chi; Vijverberg, Chu-ping C. - In: Applied economics 48 (2016) 4/6, pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
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Third-country exchange rate volatility and Japanese–US trade : evidence from industry-level data
Bahmani-Oskooee, Mohsen; Hegerty, Scott W.; Xi, Dan - In: Applied economics 48 (2016) 16/18, pp. 1452-1462
Persistent link: https://www.econbiz.de/10011456586
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Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 48 (2016) 16/18, pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios; Ladopoulos, Konstantinos; … - In: Applied economics 50 (2018) 34/35, pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386