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Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo; Resende, Marcelo - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
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Exchange rate volatility and United Kingdom trade : evidence from Canada, Japan and New Zealand
Choudhry, Taufiq - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 607-619
Persistent link: https://www.econbiz.de/10003776785
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Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea
Wong, Hock Tsen - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 459-492
Persistent link: https://www.econbiz.de/10011988410
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An econometric analysis of the effects of market liberalization on price dynamics and price volatility
Chavas, Jean-Paul; Kim, Kwan-soo - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10003307046
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The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749483
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Simultaneous stochastic volatility transmission across American equity markets
Weber, Enzo - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10009721374
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Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
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Intraday stock prices, volume, and duration : a nonparametric conditional density analysis
Tay, Anthony S. A.; Ting, Christopher - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 827-842
Persistent link: https://www.econbiz.de/10003233764