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Commodity prices and banking crises

Eberhardt, Markus; Presbitero, Andrea - 2021

Persistent link: https://www.econbiz.de/10012493356

Does growth affect volatility? : an empirical study on developing countries

Kodama, Masahiro - In: Applied economics letters 21 (2014) 4/6, pp. 257-260

Persistent link: https://www.econbiz.de/10010413863

Dynamics of volatility spillover between energy and environmental, social and sustainable indices

Babu, Manivannan; Lourdesraj, A. Antony; Hariharan, C.; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 6, pp. 50-55

Persistent link: https://www.econbiz.de/10014227933

Non-linear modelling of daily exchange rate reurns, volatility, and 'news' in a small developing economy

Sánchez-Fung, José R. - In: Applied economics letters 10 (2003) 4, pp. 247-250

Persistent link: https://www.econbiz.de/10001749009

Volatility spillovers between oil prices and stock returns in developing countries

Massadikov, Khairulla - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 121-126

Persistent link: https://www.econbiz.de/10012623402

Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets

Wdowinski, Piotr; Malecka, Marta - 2021

ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...

Persistent link: https://www.econbiz.de/10013316234