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Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain; Ferrer, Román; Hammoudeh, … - In: Applied economics 50 (2018) 49, pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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Stock price volatility and equity premium
Brennan, Michael J.; Xia, Yihong - In: Journal of monetary economics 47 (2001) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10001577726
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Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo; Ma, Xiyuan - In: Applied economics 52 (2020) 11, pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
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Estimation of bank stock price parameters and the variance components model
Karathanassis, George A.; Philippas, N. - In: Applied economics 20 (1988) 4, pp. 497-507
Persistent link: https://www.econbiz.de/10001047130
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The impact of anticipated and unanticipated policy actions on the stock market
McMillin, W. Douglas - In: Applied economics 20 (1988) 3, pp. 377-384
Persistent link: https://www.econbiz.de/10001047139
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Firm size, book-to-market ratio and the macroeconomic environment : theory and test
Mossman, Charles E.; Rakhmayil, Sergiy - In: Applied economics 43 (2011) 19/21, pp. 2417-2431
Persistent link: https://www.econbiz.de/10009379723
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Putty-clay technology and stock market volatility
Gourio, François - In: Journal of monetary economics 58 (2011) 2, pp. 117-131
Persistent link: https://www.econbiz.de/10009245171
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Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
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The asymmetric effects of investor sentiment and monetary policy on stock prices
Li, Jinfang - In: Applied economics 47 (2015) 22/24, pp. 2514-2522
Persistent link: https://www.econbiz.de/10010516560