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Tail dependence between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo - In: Applied economics letters 20 (2013) 16/18, pp. 1567-1573
Persistent link: https://www.econbiz.de/10010221720
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Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang - In: Applied economics letters 25 (2018) 2, pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
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The impact of 11/13 Paris terrorist attacks on stock prices : evidence from the international defence industry
Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 24 (2017) 1/3, pp. 45-48
Persistent link: https://www.econbiz.de/10011703810
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A change in the time-varying correlation between oil prices and the stock market
Jones, Paul; Collins, Luke - In: Applied economics letters 26 (2019) 7, pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
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Long memory in return volatility
Yoon, Gawon - In: Applied economics letters 17 (2010) 4/6, pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
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Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics letters 29 (2022) 4, pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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How volatile are East Asian stocks during high volatility periods?
Bautista, Carlos C. - In: Applied economics letters 12 (2005) 5, pp. 319-326
Persistent link: https://www.econbiz.de/10002753381
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Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu; Wang, Xiaona; Wang, Haiyun - In: Applied economics letters 28 (2021) 11, pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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What are returns outside trading hours capturing for volatility of individual stocks?
Wang, Xunxiao; Diao, Xundi; Chen, Yixiang - In: Applied economics letters 23 (2016) 16/18, pp. 1121-1124
Persistent link: https://www.econbiz.de/10011701633
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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