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Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher; Bessler, Wolfgang; Conlon, Thomas - In: Journal of empirical finance 65 (2022), pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
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Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Wei, Yu; Qin, Songkun; Li, Xiafei; Zhu, Sha; Wei, Guiwu - In: Finance research letters 30 (2019), pp. 23-29
Persistent link: https://www.econbiz.de/10012420181
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Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
Ekinci, Cumhur; Akyildirim, Erdinc; Corbet, Shaen - In: Finance research letters 31 (2019), pp. 155-164
Persistent link: https://www.econbiz.de/10012421267
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The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
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The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
Fang, Libing; Chen, Baizhu; Yu, Honghai; Xiong, Cheng - In: Finance research letters 24 (2018), pp. 56-63
Persistent link: https://www.econbiz.de/10011982466
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The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate
Aloui, Donia - In: Finance research letters 43 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014633540
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Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing; Tang, Yusui; Yang, Hua; Zhang, Xi - In: Finance research letters 59 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
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Effects of monetary policy on the exchange rates : a time-varying analysis
Yang, Yang; Zhang, Jiqiang - In: Finance research letters 43 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014633592
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Volatility risk and the value premium : evidence from the French stock market
Arisoy, Yakup Eser - In: Journal of banking & finance 34 (2010) 5, pp. 975-983
Persistent link: https://www.econbiz.de/10003971321