Narrow search
Showing 1 - 10 of 21
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Infected markets : novel coronavirus, government interventions, and stock return volatility around the globe
Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Demir, … - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012439082
Cover Image
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
Cover Image
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
Cover Image
Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Zaremba, Adam; Czapkiewicz, Anna; Będowska-Sójka, Barbara - In: Finance research letters 24 (2018), pp. 163-167
Persistent link: https://www.econbiz.de/10011982555
Cover Image
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
Cover Image
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