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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

Testing volatility on the Trinidad and Tobago Stock Exchange

Leon, Hyginus; Nicholls, Shelton; Sergeant, Kelvin - In: Applied financial economics 10 (2000) 2, pp. 207-220

Persistent link: https://www.econbiz.de/10001526269

European stock market dependencies when price changes are unusually large

Schich, Sebastian T. - In: Applied financial economics 14 (2004) 3, pp. 165-177

Persistent link: https://www.econbiz.de/10001915455

Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach

Chebbi, A.; Hedhli, A. - In: Applied financial economics 24 (2014) 16/18, pp. 1215-1228

Persistent link: https://www.econbiz.de/10010418906

Realized volatility forecasting : empirical evidence from stock market indices and exchange rates

Xiao, Linlan - In: Applied financial economics 23 (2013) 1/3, pp. 57-69

Persistent link: https://www.econbiz.de/10009719037

The stock market and the Fed

Mattesini, Fabrizio; Becchetti, Leonardo - In: Applied financial economics 19 (2009) 1/3, pp. 99-110

This article investigates the reaction of the Federal Reserve to developments in the stock market. The issue is analysed by first constructing an Index of Stock Price Misalignment (ISPM) in which the fundamental value of the stocks is computed on the basis of the discounted cash flow approach...

Persistent link: https://www.econbiz.de/10003825824

The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks

Voukelatos, Nikolaos - In: Applied financial economics 20 (2010) 19/21, pp. 1627-1638

Persistent link: https://www.econbiz.de/10009011576

Time varying equity market beta as an index of financial openness?

Rizvi, S. K. A.; Naqvi, B.; Bordes, Christian - In: Applied financial economics 23 (2013) 10/12, pp. 921-928

Persistent link: https://www.econbiz.de/10009771021

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

Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31

Persistent link: https://www.econbiz.de/10001646093

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