Narrow search
Showing 1 - 10 of 15
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
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
What can explain the price, volatility and trading volume of Bitcoin?
Aalborg, Halvor Aarhus; Molnár, Peter; Vries, Jon Erik de - In: Finance research letters 29 (2019), pp. 255-265
Persistent link: https://www.econbiz.de/10012419086
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
Google searches and stock market activity : evidence from Norway
Kim, Neri; Lučivjanská, Katarína; Molnár, Peter; … - In: Finance research letters 28 (2019), pp. 208-220
Persistent link: https://www.econbiz.de/10012388308
Cover Image
Oil market volatility and stock market volatility
Bašta, Milan; Molnár, Peter - In: Finance research letters 26 (2018), pp. 204-214
Persistent link: https://www.econbiz.de/10012005675
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
Bayesian change point analysis of Bitcoin returns
Thies, Sven; Molnár, Peter - In: Finance research letters 27 (2018), pp. 223-227
Persistent link: https://www.econbiz.de/10012006867