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Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
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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 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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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
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Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
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The role of news-based implied volatility among US financial markets
Su, Zhi; Fang, Tong; Yin, Libo - In: Economics letters 157 (2017), pp. 24-27
Persistent link: https://www.econbiz.de/10011847294
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Markovian analysis of U.S. Treasury volatility : asymmetric responses to macroeconomic announcements
Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona - In: Economics letters 239 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015076688
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar; Demirer, Rıza; Gupta, Rangan - In: Economics letters 209 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013209321