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Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2019
Persistent link: https://www.econbiz.de/10012223797
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The trend is our friend : risk parity, momentum and trend following in global asset allocation
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2013
Persistent link: https://www.econbiz.de/10009744147
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An application of models of speculative behaviour to oil prices
Shi, Shu-ping; Arora, Vipin - 2011
We estimate three different models of speculative behaviour using oil price data. There are two major results: (i) The three-regime model of Brooks and Katsaris (2005) and a three-regime variant of van Norden and Schaller (2002) fit the oil price data reasonably well; and (ii) Both models show...
Persistent link: https://www.econbiz.de/10009153468
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Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect
Burdekin, Richard C. K.; Siklos, Pierre L. - 2018
Persistent link: https://www.econbiz.de/10012202112
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Financial and non-financial global stock market volatility shocks
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2018
Persistent link: https://www.econbiz.de/10012204012
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Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - 2017 - Revised version
Persistent link: https://www.econbiz.de/10011746864
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Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - 2017
Persistent link: https://www.econbiz.de/10011746865
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The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2016
Persistent link: https://www.econbiz.de/10011756478
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COVID-19, mobility restriction policies and stock market volatility : a cross-country empirical study
Ahadzie, Richard Mawulawoea; Daugaard, Daniel; Kangogo, … - 2023
Persistent link: https://www.econbiz.de/10014432208
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Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022
Persistent link: https://www.econbiz.de/10013173326