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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH model
Lee, Jim - In: Economics letters 91 (2006) 1, pp. 110-116
Persistent link: https://www.econbiz.de/10003315119
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Why it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003336529
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Are levels effects important in out-of-sample performance of short rate models?
Suardi, Sandy - In: Economics letters 99 (2008) 1, pp. 181-184
Persistent link: https://www.econbiz.de/10003723300
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Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus - In: Economics letters 127 (2015), pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
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The contemporaneous interactions between the US, Japan, and Hong Kong stock markets
Lee, Keun-yeong - In: Economics letters 90 (2006) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10003243738
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Causality between inflation and real growth
Hwang, Y. - In: Economics letters 94 (2007) 1, pp. 146-153
Persistent link: https://www.econbiz.de/10003404059
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The term premium, time varying interest rate volatility and central bank policy reaction
Kugler, Peter - In: Economics letters 76 (2002) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10001691844
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Relationship between inflation rate and inflation uncertainty
Hwang, Y. - In: Economics letters 73 (2001) 2, pp. 179-186
Persistent link: https://www.econbiz.de/10001613710
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Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong - In: Economics letters 83 (2004) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10001967528