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ECONIS (ZBW)
877
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1
Modeling
volatility
linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng
- In:
Economic modelling
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
Saved in:
2
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
3
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
4
Return and
volatility
spillovers effects : evaluating the impact of Shanghai-Hong Kong Stock Connect
Huo, Rui
;
Ahmed, Abdullahi Dahir
- In:
Economic modelling
61
(
2017
),
pp. 260-272
Persistent link: https://www.econbiz.de/10011736875
Saved in:
5
Economic growth,
volatility
, and cross-country spillovers : new evidence for the G7 countries
Antonakakis, Nikolaos
;
Badinger, Harald
- In:
Economic modelling
52
(
2016
),
pp. 352-365
Persistent link: https://www.econbiz.de/10011642774
Saved in:
6
Exploring GDP growth
volatility
spillovers across countries
Abosedra, Salah S.
;
Araissi, Mahmoud
;
Ben Sita, Bernard
; …
- In:
Economic modelling
89
(
2020
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
Saved in:
7
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
8
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
9
The persistence and asymmetric
volatility
in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
10
Realized
volatility
models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
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