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Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539
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Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
Mensi, Walid; Boubaker, Ferihane Zaraa; Al-Yahyaee, … - In: Finance research letters 25 (2018), pp. 230-238
Persistent link: https://www.econbiz.de/10012003543
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Exchange rate fluctuations and international portfolio rebalancing
Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - In: Emerging markets review 18 (2014), pp. 34-44
Persistent link: https://www.econbiz.de/10010417542
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Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Roubaud, David; Arouri, Mohamed - In: Finance research letters 27 (2018), pp. 28-33
Persistent link: https://www.econbiz.de/10012006722
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Is equity market volatility driven by migration fear?
Czudaj, Robert - In: Finance research letters 27 (2018), pp. 34-37
Persistent link: https://www.econbiz.de/10012006729
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Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
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International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo; Ellis, Craig - In: Emerging markets review 36 (2018), pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
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In search of hedges and safe havens : revisiting the relations between gold and oil in the rolling regression framework
Śmiech, Sławomir; Papież, Monika - In: Finance research letters 20 (2017), pp. 238-244
Persistent link: https://www.econbiz.de/10011806928
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The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - In: Emerging markets review 11 (2010) 3, pp. 250-260
Persistent link: https://www.econbiz.de/10009301650