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Long-term dependence in stock returns
Barkoulas, John T. - In: Economics letters 53 (1996) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos; Milas, Costas; Panagiōtidēs, … - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik - In: Economics letters 81 (2003) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
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Determinacy, stock market dynamics and moentary policy inertia
Pfajfar, Damjan; Santoro, Emiliano - In: Economics letters 112 (2011) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10009242192
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Asset prices, monetary policy, and aggregate fluctuations : an empirical investigation
Cheng, Lichao; Jin, Yi - In: Economics letters 119 (2013) 1, pp. 24-27
Persistent link: https://www.econbiz.de/10009727066
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Monetary policy, stock prices, and consumption externalities
Airaudo, Marco - In: Economics letters 120 (2013) 3, pp. 537-541
Persistent link: https://www.econbiz.de/10010187192
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The effects of monetary policy on stock market bubbles at zero lower bound : Revisiting the evidence
Caraiani, Petre; Călin, Adrian Cantemir - In: Economics letters 169 (2018), pp. 55-58
Persistent link: https://www.econbiz.de/10012019551
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The time varying effect of monetary policy on stock returns
Jansen, Dennis W.; Zervou, Anastasia - In: Economics letters 160 (2017), pp. 54-58
Persistent link: https://www.econbiz.de/10011903742
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Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.; Pagliardi, Giovanni - In: Economics letters 145 (2016), pp. 252-254
Persistent link: https://www.econbiz.de/10011618837