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Time-frequency dynamics of financial market stress and global economic uncertainties : evidence from the COVID-19 pandemic
Armah, Mohammed; Amewu, Godfred - In: Applied economics letters 31 (2024) 10, pp. 934-939
Persistent link: https://www.econbiz.de/10014557917
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Asymmetric ambiguity spillover among international equity markets
Qin, Xiao; Wang, Yuwen - In: Applied economics letters 30 (2023) 13, pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
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Knightian uncertainty : evidence of uncertainty premium in the capital market
Ang, James S.; Boyer, Carol M. - In: Applied economics letters 17 (2010) 10/12, pp. 945-949
Persistent link: https://www.econbiz.de/10008698546
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The ECB's survey of professional forecasters and financial market volatility in the euro area
Arnold, Ivo J. M.; Glasbeek, Michiel - In: Applied economics letters 18 (2011) 1/3, pp. 11-15
Persistent link: https://www.econbiz.de/10009230352
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An analysis of the risk-return relationship in the Spanish capital market using a structural equation model
Iglesias Antelo, Susana; Lévy Mangin, Jean-Pierre - In: Applied economics letters 17 (2010) 13/15, pp. 1397-1403
Persistent link: https://www.econbiz.de/10008938276
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Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong; Su, Zhi - In: Applied economics letters 28 (2021) 21, pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
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Spillovers of the US real and financial uncertainty on the Euro area
Bakkar, Yassine; Nilavongse, Rachatar; Saha, Anup Kumar - In: Applied economics letters 28 (2021) 15, pp. 1249-1258
Persistent link: https://www.econbiz.de/10012609645
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Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli; Xu, Chunhui; Shiina, Takayuki - In: Applied economics letters 29 (2022) 18, pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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Risk contagion among banks : evidence from Chinese data
Zhao, Hong; Lei, Yiqing; Zhang, Ying; Li, Lingxiang - In: Applied economics letters 30 (2023) 10, pp. 1374-1380
Persistent link: https://www.econbiz.de/10014304263
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(Simple) ΔCoVaR bounds
Mercadier, Mathieu; Strobel, Frank - In: Applied economics letters 30 (2023) 14, pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372