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Event-study volatility and bootstrapping : an international study
Essaddam, Naceur; Mnasri, Ayman - In: Applied economics letters 22 (2015) 1/3, pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
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An anatomy of Chinese stock and futures markets' dynamic features
Wang, Chaoyou; Guo, Yuanyuan; Ye, Qiang - In: Applied economics letters 22 (2015) 16/18, pp. 1329-1334
Persistent link: https://www.econbiz.de/10011380167
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Discontinuities in the coal market
Wilmot, Neil A. - In: Applied economics letters 23 (2016) 10/12, pp. 790-794
Persistent link: https://www.econbiz.de/10011628568
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Sentiment's effect on the variance of stock returns
Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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Stock market uncertainty and interest rate behaviour : a panel GARCH approach
Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Applied economics letters 24 (2017) 10/12, pp. 732-735
Persistent link: https://www.econbiz.de/10011714175
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The effects of exchange rate volatility on exports : evidence from Armenia
Barseghyan, Gayane; Hambardzumyan, Hayk - In: Applied economics letters 25 (2018) 18, pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
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Time series evidence on the linkage between the volatility and growth of output
Beaumont, Paul Michael; Norrbin, Stefan C.; Yigit, F. Pinar - In: Applied economics letters 15 (2008) 1/3, pp. 45-48
Persistent link: https://www.econbiz.de/10003724936
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Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu; Lim, Seok - In: Applied economics letters 26 (2019) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
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Why you should use high frequency data to test the impact of exchange rate on trade
Shaar, Karam; Khaled, Mohammed S. - In: Applied economics letters 25 (2018) 18, pp. 1292-1295
Persistent link: https://www.econbiz.de/10012135386
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513