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Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of international money and finance 53 (2015), pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
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Testing stationary for stock market data
Dehay, Dominique - In: Economics letters 50 (1996) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10001197579
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Price limits and stock market volatility
Kim, Kenneth A. - In: Economics letters 71 (2001) 1, pp. 131-136
Persistent link: https://www.econbiz.de/10001564119
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Stock market volatility and jumps in times of uncertainty
Megaritis, Anastasios; Vlastakis, Nikolaos; … - In: Journal of international money and finance 113 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012798473
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Asymmetric volatility impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 222 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
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Monetary policy and information shocks in a block-recursive SVAR
Keweloh, Sascha Alexander; Hetzenecker, Stephan; Seepe, … - In: Journal of international money and finance 137 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014478082
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The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang - In: Journal of international money and finance 133 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
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Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q. - In: Journal of international money and finance 29 (2010) 5, pp. 743-759
Persistent link: https://www.econbiz.de/10003989912
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Stock markets and the real exchange rate : an intertemporal approach
Mercereau, Benoît - In: Journal of international money and finance 25 (2006) 7, pp. 1130-1145
Persistent link: https://www.econbiz.de/10003394355
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A new approach to forecasting exchange rates
Clements, Kenneth W.; Lan, Yihui - In: Journal of international money and finance 29 (2010) 7, pp. 1424-1437
Persistent link: https://www.econbiz.de/10009244595