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Testing for rate dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John; Olekalns, Nilss; Suardi, Sandy - In: Economics letters 94 (2007) 3, pp. 383-388
Persistent link: https://www.econbiz.de/10003436860
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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Estimating the long rate and its volatility
Annaert, Jan; Claes, Anouk G. P.; De Ceuster, Marc J.; … - In: Economics letters 129 (2015), pp. 100-102
Persistent link: https://www.econbiz.de/10011422029
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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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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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Missing mean does no harm to volatility!
Anatolyev, Stanislav; Tarasyuk, Irina - In: Economics letters 134 (2015), pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
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International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung; Lee, Chang-Min - In: Economics letters 134 (2015), pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
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Real exchange rate volatility and business cycles in emerging market economies
Gumus, Inci; Taşpınar, Zeren Tatar - In: Economics letters 134 (2015), pp. 127-129
Persistent link: https://www.econbiz.de/10011432372
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Co-movements in commodity prices : global, sectoral and commodity-specific factors
Yin, Libo; Han, Liyan - In: Economics letters 126 (2015), pp. 96-100
Persistent link: https://www.econbiz.de/10011376427
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132
Persistent link: https://www.econbiz.de/10011435995