Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Cover Image
Time-varying international stock market interaction and the identification of volatility signals
Strohsal, Till; Weber, Enzo - In: Journal of banking & finance 56 (2015), pp. 28-36
Persistent link: https://www.econbiz.de/10011488567
Cover Image
Do US macroeconomic surprises influence equity returns? : an exploratory analysis of developed economies
Singh, Manohar; Nejadmalayeri, Ali; Lucey, Brian M. - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 476-485
Persistent link: https://www.econbiz.de/10010374752