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Volatility spillover between economic sectors in financial crisis prediction : evidence spanning the great financial crisis and Covid-19 pandemic
Laborda, Ricardo; Olmo, Jose - In: Research in international business and finance 57 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013332964
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Asymmetric volatility in equity markets around the world
Horpestad, Jone B.; Lyócsa, Štefan; Molnár, Peter; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
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Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
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Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Al-Jarrah, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
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Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu; Xie, Haibin; Zhang, Huanming - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013449372