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Risk transmission from the energy markets to the carbon market : evidence from the recursive window approach
Sanggetha Vellachami; Hasanov, Akram Shavkatovich; … - In: International review of financial analysis 89 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014464820
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Do currency exchange rates impact gold prices? : new evidence from the ongoing COVID-19 period
Tanin, Tauhidul Islam; Sarker, Ashutosh; Brooks, Robert - In: International review of financial analysis 77 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012806546
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How does trading volume affect financial return distributions?
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: International review of financial analysis 45 (2016), pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
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Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: Research in international business and finance 46 (2018), pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: Finance research letters 21 (2017), pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
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Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria; Zekokh, Timur - In: Research in international business and finance 48 (2019), pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
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High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: Research in international business and finance 52 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012543286