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Dynamic relations between order imbalance, volatility and return of top gainers
Su, Yong-chern; Huang, Han-Ching; Lin, Shiue-Fang - In: Applied economics 44 (2012) 10/12, pp. 1509-1519
Persistent link: https://www.econbiz.de/10009525251
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Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender; Bilson, John F. - In: Applied economics 43 (2011) 25/27, pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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Superstitious seasonality in precious metals markets? : evidence from GARCH models with time-varying skewness and kurtosis
Auer, Benjamin R. - In: Applied economics 47 (2015) 25/27, pp. 2844-2859
Persistent link: https://www.econbiz.de/10010519853
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Volatility spillovers among oil and stock markets in the US and Saudi Arabia
Finta, Marinela Adriana; Frijns, Bart; Tiurani-Rad, Alireza - In: Applied economics 51 (2019) 4, pp. 329-345
Persistent link: https://www.econbiz.de/10012160526
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Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun; Todorova, Neda; Roca, Eduardo; Su, Jen-je - In: Applied economics 49 (2017) 34/36, pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
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Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki - In: Applied economics 49 (2017) 46, pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
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Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
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Declining US output volatility and its effect on labour flow volatility : an MGARCH analysis
Leeves, Gareth D. - In: Applied economics 42 (2010) 19/21, pp. 2553-2561
Persistent link: https://www.econbiz.de/10008747791
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Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034