Narrow search
Showing 1 - 10 of 931
Cover Image
What drives the off-shore futures market? : evidence from India and China
Kumar, S. S. S.; Sampath, Aravind - In: Finance research letters 30 (2019), pp. 394-402
Persistent link: https://www.econbiz.de/10012420921
Cover Image
Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures
Chen, Yu-Lun; Chang, Yung Ting; Yang, J. Jimmy - In: Finance research letters 55 (2023) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014473441
Cover Image
Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? : evidence from GARCH-jump models
Zhang, Chuanhai; Chen, Haicui; Peng, Zhe - In: Finance research letters 47 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013553852
Cover Image
Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
Cover Image
Stochastic volatility and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin; Richard, Jean-François - In: Finance research letters 12 (2015), pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Google Internet search activity and volatility prediction in the market for foreign currency
Smith, Geoffrey Peter - In: Finance research letters 9 (2012) 2, pp. 103-110
Persistent link: https://www.econbiz.de/10009615887
Cover Image
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