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Effects of macroeconomic variables on Istanbul stock exchange indexes
Erdem, Cumhur; Arslan, Cem Kaan; Erdem, Meziyet Sema - In: Applied financial economics 15 (2005) 14, pp. 987-994
Persistent link: https://www.econbiz.de/10003177476
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Interest rate and stock return volatility indices for the Eurozone : investors' gauges of fear during the recent financial crisis
López, Raquel; Navarro, E. - In: Applied financial economics 23 (2013) 16/18, pp. 1419-1432
Persistent link: https://www.econbiz.de/10010259391
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Is there a long run relationship between stock returns and monetary variables : evidence from an emerging market
Muradoğlu, Gülnur; Metin, Kıvılcım; Argaç, Reha - In: Applied financial economics 11 (2001) 6, pp. 641-649
Persistent link: https://www.econbiz.de/10001636210
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Information transmission between Eurocurrency and domestic interest rates : evidence from the UK
Yang, Jian - In: Applied financial economics 16 (2006) 9, pp. 675-685
Persistent link: https://www.econbiz.de/10003334979
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Monetary policy implementation and the euro area money market
Moschitz, Julius - In: Applied financial economics 19 (2009) 1/3, pp. 39-57
, volatility of interest rates with various maturities and volatility transmission along the yield curve are analysed. It is found … that the way how monetary policy is implemented affects volatility of most money market rates, except the 12-month rate …-shaped volatility curve and strong evidence in favour of the expectation hypothesis are documented. …
Persistent link: https://www.econbiz.de/10003825802
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Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W. - In: Applied financial economics 24 (2014) 13/15, pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
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Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam - In: Applied financial economics 21 (2011) 22/24, pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
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A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun; Lee, Hsiang-tai - In: Applied financial economics 22 (2012) 4/6, pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
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Interest rate volatility, exchange rates, and external contagion
Suliman, Mohamed Osman - In: Applied financial economics 15 (2005) 12, pp. 883-894
Persistent link: https://www.econbiz.de/10003070787
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The effect of interest rate volatility on treasury yields
Sarkar, Sudipto; Mohamed Ariff - In: Applied financial economics 12 (2002) 9, pp. 667-672
Persistent link: https://www.econbiz.de/10001688989