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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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Cyclicality of stock market volatility
You, Yu; Liu, Xiaochun - In: Applied economics letters 26 (2019) 8, pp. 645-649
Persistent link: https://www.econbiz.de/10012204297
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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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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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Shift contagion with endogenously detected volatility breaks : the case of CEE stock markets
Baumöhl, E.; Lyócsa, Š.; Výrost, T. - In: Applied economics letters 18 (2011) 10/12, pp. 1103-1109
Persistent link: https://www.econbiz.de/10009317541
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Predicting regime switches in the VIX index with macroeconomic variables
Baba, Naohiko; Sakurai, Yuji - In: Applied economics letters 18 (2011) 13/15, pp. 1415-1419
Persistent link: https://www.econbiz.de/10009347993
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Using VIX data to enhance technical trading signals
Kozyra, James; Lento, Camillo - In: Applied economics letters 18 (2011) 13/15, pp. 1367-1370
Persistent link: https://www.econbiz.de/10009348014
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Public reaction to stock market volatility : evidence from the ATUS
Payne, Patrick; Browning, Chris; Kalenkoski, Charlene - In: Applied economics letters 23 (2016) 16/18, pp. 1197-1200
Persistent link: https://www.econbiz.de/10011701845
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Impact of state-dependent oil price on US stock returns using local projections
Equiza-Goñi, Juan; Perez de Gracia, Fernando - In: Applied economics letters 26 (2019) 11, pp. 919-926
Persistent link: https://www.econbiz.de/10012204437