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Timing of tick size reduction : threshold and smooth transition model analysis
Maruyama, Hiroyuki; Tabata, Tomoaki - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014576141
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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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Public capital and asset prices : time-series evidence from Japan
Hiraga, Kazuki; Kozuka, Masafumi; Miyazaki, Tomomi - In: Finance research letters 25 (2018), pp. 172-176
Persistent link: https://www.econbiz.de/10012003509
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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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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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Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil; Österholm, Pär - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
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Trade policy uncertainty and its impact on the stock market : evidence from China-US trade conflict
He, Feng; Lucey, Brian M.; Wang, Ziwei - In: Finance research letters 40 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012819945
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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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The impact of COVID-19 on the degree of dependence and structure of risk-return relationship : a quantile regression approach
Azimli, Asil - In: Finance research letters 36 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012484188
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485169