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Constructing a financial fragility index for emerging countries
Sensoy, Ahmet; Ozturk, Kevser; Hacihasanoglu, Erk - In: Finance research letters 11 (2014) 4, pp. 410-419
Persistent link: https://www.econbiz.de/10011300435
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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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Commonality in FX liquidity : high-frequency evidence
Sensoy, Ahmet; Uzun, Sevcan; Lucey, Brian M. - In: Finance research letters 39 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805184
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Stock market oscillations during the corona crash : the role of fear and uncertainty
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012484193
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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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Intraday efficiency-frequency nexus in the cryptocurrency markets
Aslan, Aylin; Sensoy, Ahmet - In: Finance research letters 35 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012438404
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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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Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25
Persistent link: https://www.econbiz.de/10012420970