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A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
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Housing price-volume correlations and boom-bust cycles
Lee, Chien-chiang; Wang, Chin-yu; Zeng, Jhih-hong - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1423-1450
Persistent link: https://www.econbiz.de/10011944985
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Expiration day effects on European trading volumes
Batrinca, Bogdan; Hesse, Christian W.; Treleaven, Philip C. - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1603-1638
Persistent link: https://www.econbiz.de/10012219670
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Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
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The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
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Politics, stock markets, and model uncertainty
Arin, Kerim Peren; Molchanov, Alexander; Reich, Otto F. M. - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10009779302
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Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed; Saidi, Youssef - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
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Oil price effects over individual Portuguese stock returns
Teixeira, Rui F.; Madaleno, Mara; Vieira, Elisabete F. … - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 891-926
Persistent link: https://www.econbiz.de/10011892906
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Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
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Oil price shocks and stock markets : testing for non-linearity
Jiménez-Rodríguez, Rebeca - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1079-1102
Persistent link: https://www.econbiz.de/10011303522