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Oil shocks, US economic uncertainty, and emerging stock markets
Kwon, Dohyoung - In: Applied economics letters 26 (2019) 18, pp. 1472-1479
Persistent link: https://www.econbiz.de/10012204823
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Idiosyncratic volatility and global equity markets
Grobys, Klaus - In: Applied economics letters 22 (2015) 4/6, pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
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The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.; Gupta, Rangan; Olaniran, Abeeb - In: Applied economics letters 30 (2023) 3, pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
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Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang; Wu, Chunchi - In: The journal of business : B 79 (2006) 5, pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
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Capital allocation, stock return volatility and productivity growth in US industries
Chun, Hyunbae; Kim, Jung-Wook - In: Applied economics letters 18 (2011) 16/18, pp. 1571-1576
Persistent link: https://www.econbiz.de/10009383436
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Stochastic volatility, liquidity and intraday information flow
Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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The fear and exuberance from implied volatility of S&P 100 index options
Low, Cheekiat - In: The journal of business : B 77 (2004) 3, pp. 527-546
Persistent link: https://www.econbiz.de/10002205056
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An extreme value approach to estimating volatility and value at risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
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The distribution of stock returns implied in their options at the turn-of-the-year : a test of seasonal volatility
Jones, Steven L. - In: The journal of business : B 70 (1997) 2, pp. 281-311
Persistent link: https://www.econbiz.de/10001220012