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The asymmetric high-frequency volatility transmission across international stock markets
Luo, Jiawen; Wang, Shengquan - In: Finance research letters 31 (2019), pp. 104-109
Persistent link: https://www.econbiz.de/10012421222
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Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: Finance research letters 17 (2016), pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
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International stock return co-movements and trading activity
Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18
Persistent link: https://www.econbiz.de/10011808297
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Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
Nakatani, Tomoaki; Teräsvirta, Timo - In: Finance research letters 5 (2008) 2, pp. 88-95
Persistent link: https://www.econbiz.de/10003751298
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Climate change and Japanese economic policy uncertainty : asymmetric analysis
Zhang, Jiaming; Zou, Yang; Xiang, Yitian; Guo, Songlin - In: Finance research letters 56 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014473730
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Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Wu, Shue-Jen; Lee, Wei-Ming - In: Finance research letters 13 (2015), pp. 196-204
Persistent link: https://www.econbiz.de/10011552511
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Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
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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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Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing; Fu, Tong; Shi, Yanlin; Wang, Zili - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819431