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MIDAS volatility forecast performance under market stress : evidence from emerging stock markets
C. Alper, Emre; Fendoglu, Salih; Saltoglu, Burak - In: Economics letters 117 (2012) 2, pp. 528-532
Persistent link: https://www.econbiz.de/10009675108
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus; Heinonen, Jari-Pekka - In: Economics letters 157 (2017), pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan; Zheng, Xu; Gong, Yuting - In: Economics letters 130 (2015), pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
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Foreign bank presence : helping or hurting when financial contagion strikes?
Ahrend, Rudiger; Goujard, Antoine - In: Economics letters 120 (2013) 2, pp. 314-317
Persistent link: https://www.econbiz.de/10010128929
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Financial integration and international risk spillovers
Lee, Dongwon - In: Economics letters 225 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014308565
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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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Examining the first stages of market performance : a test for evolving markt efficiency
Zalewska-Mitura, Anna; Hall, Stephen G. - In: Economics letters 64 (1999) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001399157
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Central bank independence an stock market returns in emerging economies
Förch, Thomas; Sunde, Uwe - In: Economics letters 115 (2012) 1, pp. 77-80
Persistent link: https://www.econbiz.de/10009615314