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Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
Maghyereh, A.; Awartani, B. - In: Applied financial economics 22 (2012) 10/12, pp. 837-848
Persistent link: https://www.econbiz.de/10009625077
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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The reverse volatility asymmetry in Chinese financial market
Wan, Die; Cheng, Ke; Yang, Xiaoguang - In: Applied financial economics 24 (2014) 22/24, pp. 1555-1575
Persistent link: https://www.econbiz.de/10010460962
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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
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Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas; Emekter, Riza; Lee, Unro - In: Applied financial economics 18 (2008) 7/9, pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
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The relationship between stock return volatility and trading volume : the case of the Philippines
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 18 (2008) 16/18, pp. 1333-1341
Persistent link: https://www.econbiz.de/10003779488
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Short and long term components of volatility in Hong Kong stock returns
Ané, Thierry - In: Applied financial economics 16 (2006) 6, pp. 439-460
Persistent link: https://www.econbiz.de/10003335010
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Investigating asymmetry in US stock market indexes : evidence from a stochastic volatility model
Cappuccio, Nunzio; Lubian, Diego; Raggi, Davide - In: Applied financial economics 16 (2006) 6, pp. 479-490
Persistent link: https://www.econbiz.de/10003335022
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The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices
Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 19 (2009) 1/3, pp. 1-15
We compare the relative contribution of conditional mean and conditional volatility terms in vector autoregression-exponential generalized autoregression conditional heteroskedasticity models of bivariate returns to international stock indices. Conditional mean terms are relatively unimportant...
Persistent link: https://www.econbiz.de/10003825780