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Extreme correlation of international equity markets
Longin, Frano̧is - 2000
Persistent link: https://www.econbiz.de/10013423147
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Increased correlation in bear markets : a downside risk perspektive
Campbell, Rachel - 2002
Persistent link: https://www.econbiz.de/10013423764
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - 1999
Persistent link: https://www.econbiz.de/10001406203
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Endogenous market thinness and stock price volatility
Pagano, Marco - 1986
Persistent link: https://www.econbiz.de/10000705299
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Belief dispersion in the stock market
Atmaz, Adem; Başak, Suleyman - 2017
Persistent link: https://www.econbiz.de/10011675962
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The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A. - 1997
Persistent link: https://www.econbiz.de/10013424729
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Stock price booms and expected capital gains
Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014
Persistent link: https://www.econbiz.de/10010363250