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Leverage and evolving heterogeneous beliefs in a simple agent-based financial market
Gaffeo, Edoardo - In: Finance research letters 29 (2019), pp. 272-279
Persistent link: https://www.econbiz.de/10012419096
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The bubble contagion effect of COVID-19 outbreak : evidence from crude oil and gold markets
Gharib, Cheima; Mefteh-Wali, Salma; Jabeur, Sami Ben - In: Finance research letters 38 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012490643
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Is the Kimchi premium a speculative bubble?
Ok, Hyunmin; Kim, Jinyong; Kim, Yongsik - In: Finance research letters 57 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014513401
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Heterogeneous stock traders, endogenous bubbles, and economic fluctuations
He, Yiyao - In: Finance research letters 47 (2022) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10013457686
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Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo; Ye, Wuyi; Guo, Ranran - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
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Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods
Chen, Weijia; Huang, Shupei; An, Haizhong - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473286
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Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Finance research letters 51 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
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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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Another look at the relationship between cross-market correlation and volatility
Bartram, Söhnke M.; Wang, Yaw-Huei - In: Finance research letters 2 (2005) 2, pp. 75-88
Persistent link: https://www.econbiz.de/10002883183
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Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China
Zhang, Yongjie; Wang, Meng; Xiong, Xiong; Zou, Gaofeng - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012820088