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Predicting stock returns : some European evidence
Peiro, Amado - In: Applied economics 54 (2022) 57, pp. 6596-6604
Persistent link: https://www.econbiz.de/10013494191
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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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Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Applied economics 56 (2024) 37, pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
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Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha; Kiesel, Florian; Schiereck, Dirk - In: Applied economics 48 (2016) 1/3, pp. 121-132
Persistent link: https://www.econbiz.de/10011412611
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng - In: Applied economics 55 (2023) 48, pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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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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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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Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Bird, Graham R.; Du, Wenti; Pentecost, Eric J.; … - In: Applied economics 49 (2017) 59, pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
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Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan; Lien, Da-hsiang Donald; Roh, Tai-Yong; … - In: Applied economics 52 (2020) 40, pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062