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Are energy markets informationally smarter than equity markets? : evidence from the COVID-19 experience
Ashok, Shruti; Corbet, Shaen; Dhingra, Deepika; … - In: Finance research letters 47 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013553772
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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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Volatility spillover effects in leading cryptocurrencies : a BEKK-MGARCH analysis
Katsiampa, Paraskevi; Corbet, Shaen; Lucey, Brian M. - In: Finance research letters 29 (2019), pp. 68-74
Persistent link: https://www.econbiz.de/10012417734
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Volatility co-movement between Bitcoin and Ether
Katsiampa, Paraskevi - In: Finance research letters 30 (2019), pp. 221-227
Persistent link: https://www.econbiz.de/10012420499
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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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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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Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430826