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The impact and role of COVID-19 uncertainty : a global industry analysis
Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 80 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013366153
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Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
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Informed and uninformed trading on the Australian dollar
Hogan, Warren Pat; Batten, Jonathan A. - In: International review of financial analysis 14 (2005) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10002737827
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Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.; Ellis, Craig - In: International review of financial analysis 14 (2005) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
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Scaling the volatility of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.; Ellis, Craig; Hogan, Warren Pat - In: International review of financial analysis 11 (2002) 3, pp. 331-344
Persistent link: https://www.econbiz.de/10001715983
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Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
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Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
Antonakakis, Nikolaos; Floros, Christos - In: International review of financial analysis 44 (2016), pp. 111-122
Persistent link: https://www.econbiz.de/10011623962
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Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
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Return Dispersion, Stock Market Liquidity and Aggregate Economic Activity
Degiannakis, Stavros; Andrikopoulos, Andreas; … - 2022
market. The empirical results show that stock returns can help us predict both realized volatility as well as return … and realized volatility) …
Persistent link: https://www.econbiz.de/10013403197