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The upward trend in the volatility of firm productivity shocks
Liu, Yunting - In: Economics letters 163 (2018), pp. 68-71
Persistent link: https://www.econbiz.de/10011982940
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Declining output growth volatility : a sectoral decomposition
Chun, Hyunbae; Kim, Jung-Wook - In: Economics letters 106 (2010) 3, pp. 151-153
Persistent link: https://www.econbiz.de/10003952039
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Exchange-rate volatility, exchange-rate regime, and trade volume : evidence from the UK-US export function (1889 - 1999)
Aristotelous, Kyriacos - In: Economics letters 72 (2001) 1, pp. 87-94
Persistent link: https://www.econbiz.de/10001578170
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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The generalized extreme value distribution
Bali, Turan G. - In: Economics letters 79 (2003) 3, pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
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Pre-announcement effects, news effects, and volatility : monetary policy and the stock market
Bomfim, Antúlio N. - In: Journal of banking & finance 27 (2003) 1, pp. 133-151
Persistent link: https://www.econbiz.de/10001721759