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Time varying stock return predictability : evidence from US sectors

Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40

Persistent link: https://www.econbiz.de/10009728606

How does the economic uncertainty affect asset prices under normal and financial distress times?

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2022

By using a nonlinear VAR model, we investigate whether the response of the US stock and housing markets to uncertainty shocks depends on financial conditions. Our model allows us to change the response of the US financial markets to volatility shocks in periods of normal and financial distress....

Persistent link: https://www.econbiz.de/10013198932

Are Islamic stock markets efficient? : a multifractal detrended fluctuation analysis

Bouoiyour, Jamal; Selmi, Refk; Wohar, Mark E. - In: Finance research letters 26 (2018), pp. 100-105

Persistent link: https://www.econbiz.de/10012005595

Volatility jumps : the role of geopolitical risks

Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 27 (2018), pp. 247-258

Persistent link: https://www.econbiz.de/10012006874

Historical volatility of advanced equity markets : the role of local and global crises

Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012436967

Green finance and decarbonization : evidence from around the world

Al Mamun, Md.; Boubaker, Sabri; Nguyen, Duc Khuong - In: Finance research letters 46 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013342827