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Covid-19 and stock market volatility : a clustering approach for S&P 500 industry indices

Lúcio, Francisco; Caiado, Jorge - In: Finance research letters 49 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013479311

Financial volatility forecasting with range-based autoregressive volatility model

Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76

Persistent link: https://www.econbiz.de/10009301308

Volatility forecast with the regularity modifications

Zhu, Qinwen; Diao, Xundi; Wu, Chongfeng - In: Finance research letters 58 (2023) 1, pp. 1-10

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Homogeneous analysis on network effects in network autoregressive model

Zhao, Jiayang; Liu, Jie - In: Finance research letters 58 (2023) 4, pp. 1-10

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Can factor momentum beat momentum factor? : evidence from China

Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12

While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...

Persistent link: https://www.econbiz.de/10014530711

European bank profitability : the great convergence?

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013479216

Bivariate mixed normal GARCH models and out-of-sample hedge performances

Chung, Sang-kuck - In: Finance research letters 6 (2009) 3, pp. 130-137

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Bitcoin and liquidity risk diversification

Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8

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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

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Risk transmission between natural gas market and stock markets : portfolio and hedging strategy analysis

Lin, Ling; Zhou, Zhongbao; Liu, Qing; Jiang, Yong - In: Finance research letters 29 (2019), pp. 245-254

Persistent link: https://www.econbiz.de/10012419082

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