Narrow search
Showing 1 - 10 of 1,175
Cover Image
Asymmetric stabilizing impact of international reserves
Lee, Dongwon; Kim, Kyungkeun - In: Applied economics letters 26 (2019) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10012204131
Cover Image
Momentum crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus - In: Applied economics letters 24 (2017) 4/6, pp. 387-391
Persistent link: https://www.econbiz.de/10011705358
Cover Image
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus; Haga, Jesper - In: Applied economics letters 24 (2017) 20, pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Cover Image
European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
Cover Image
The nonlinear relationship between autocorrelation and volatility : the case of the Asian financial crisis
Chang, Chiao-yi; Shie, Fu-shuen - In: Applied economics letters 19 (2012) 4/6, pp. 305-311
Persistent link: https://www.econbiz.de/10009629549
Cover Image
Transmission of returns and volatility in art markets : a multivariate GARCH analysis
Higgs, Helen; Worthington, Andrew Charles - In: Applied economics letters 11 (2004) 4, pp. 217-222
Persistent link: https://www.econbiz.de/10002001478
Cover Image
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Cover Image
Interrelationship between crude oil and the stock markets of major demanders and suppliers in emerging and developed markets
Bein, Murad A. - In: Applied economics letters 26 (2019) 15, pp. 1247-1252
Persistent link: https://www.econbiz.de/10012204714
Cover Image
Realized volatility forecasting in an international context
Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 503-509
Persistent link: https://www.econbiz.de/10010510802
Cover Image
"Leverage Effect" in country betas and volatilities?
Synyavska, Alina; Ülkü, Numan - In: Applied economics letters 22 (2015) 10/12, pp. 848-853
Persistent link: https://www.econbiz.de/10011286056