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Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 7/9, pp. 659-670

Persistent link: https://www.econbiz.de/10003491212

The impact of macroeconomic announcements on implied volatility

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Macroeconomic news effects on conditional volatilities in the bond and stock markets

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US monetary policy announcements and Irish stock market volatility

Bredin, Donal; Gavin, Caroline; O'Reilly, Gerard - In: Applied financial economics 15 (2005) 17, pp. 1243-1250

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Market overreaction and underreaction : tests of the directional and magnitude effects

Fabozzi, Frank J.; Fung, Chun-yip; Lam, Kin; Wong, Wing … - In: Applied financial economics 23 (2013) 16/18, pp. 1469-1482

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Volatility and risk estimation with linear and nonlinear methods based on high frequency data

Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-729

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Idiosyncratic volatility and stock returns : a cross country analysis

Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281

Empirical evidences regarding the association of idiosyncratic volatility and stock returns are inconsistent with the …) estimated conditional idiosyncratic volatility of individual stocks across 36 countries from 1973 to 2007, we find that …

Persistent link: https://www.econbiz.de/10003886161

Trading foreign exchange portfolios with volatility filters : the carry model revisited

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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios

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Oil prices and the greenback : it takes two to tango

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