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Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 16 (2007) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
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Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
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Dynamics of the co-movement between stock and maritime markets
Erdogan, Oral; Tata, Kenan; Karahasan, B. Can; Sengoz, … - In: International review of economics & finance : IREF 25 (2013), pp. 282-290
Persistent link: https://www.econbiz.de/10009693298
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Predicting instability
Razzak, Weshah A. - In: Applied economics 45 (2013) 22/24, pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
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Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin - In: Applied economics 47 (2015) 10/12, pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
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Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock; Park, Cheol-Ho - In: Applied economics 52 (2020) 54, pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
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Evaluating the joint efficiency of German trade forecasts : a nonparametric multivariate approach
Behrens, Christoph - In: Applied economics 52 (2020) 34, pp. 3732-3747
Persistent link: https://www.econbiz.de/10012258978
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Managing financial risk in Chinese stock markets : option pricing and modeling under a multivariate threshold autoregression
Li, Johnny Siu-Hang; Ng, Andrew C.Y.; Chan, Wai-Sum - In: International review of economics & finance : IREF 40 (2015), pp. 217-230
Persistent link: https://www.econbiz.de/10011573584
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Applied economics 49 (2017) 31/33, pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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News sentiment and overshooting of exchange rates
Feuerriegel, Stefan; Wolff, Georg; Neumann, Dirk - In: Applied economics 48 (2016) 43/45, pp. 4238-4250
Persistent link: https://www.econbiz.de/10011640028