Narrow search
Showing 1 - 10 of 11
Cover Image
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: China economic review : an international journal 34 (2015), pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Cover Image
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
Cover Image
Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
Cover Image
Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
Cover Image
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Cover Image
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: Finance research letters 21 (2017), pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Cover Image
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Cover Image
On the interplay between US sectoral CDS, stock and VIX indices : fresh insights from wavelet approaches
Shahzad, Syed Jawad Hussain; Aloui, Chaker; Jammazi, Rania - In: Finance research letters 33 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012430932
Cover Image
Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Shahzad, Syed Jawad Hussain; Kyei, Clement Kweku; … - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012490225
Cover Image
A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun; Bouri, Elie; Ferreira, Paulo; Shahzad, … - In: Finance research letters 48 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013459296