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Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A. - In: Applied financial economics 24 (2014) 19/21, pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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Fundamental uncertainty and stock market volatility
Arnold, Ivo J. M.; Vrugt, Evert B. - In: Applied financial economics 18 (2008) 16/18, pp. 1425-1440
Persistent link: https://www.econbiz.de/10003779549
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam - In: Applied financial economics 22 (2012) 10/12, pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
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A note on institutional hierarchy and volatility in financial markets
Alfarano, Simone; Milaković, Mishael; Raddant, Matthias - In: The European journal of finance 19 (2013) 5/6, pp. 449-465
Persistent link: https://www.econbiz.de/10010243602
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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Estimation of global systematic risk for securities listed in multiple markets
Ghai, Gauri L. (contributor) - In: The European journal of finance 7 (2001) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10001603194
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Is the covariance of international stock market returns regime dependent?
Jochum, Christian - In: The European journal of finance 7 (2001) 3, pp. 247-268
Persistent link: https://www.econbiz.de/10001603505