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Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu; Wang, Xiaona - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
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Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing; Zhang, Zehua; Zhao, Ran - In: Finance research letters 67 (2024) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
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Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Wei, Yu; Qin, Songkun; Li, Xiafei; Zhu, Sha; Wei, Guiwu - In: Finance research letters 30 (2019), pp. 23-29
Persistent link: https://www.econbiz.de/10012420181
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Uncertainties under monetary tightening and easing shocks and different market states
Blampied, Nicolás; Mahadeo, Scott Mark Romeo - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014472999
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Causality-in-quantiles between crude oil and stock markets : evidence from emerging economies
Bhatia, Vaneet; Basu, Sankarshan - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819833
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Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
Ekinci, Cumhur; Akyildirim, Erdinc; Corbet, Shaen - In: Finance research letters 31 (2019), pp. 155-164
Persistent link: https://www.econbiz.de/10012421267
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The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
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Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Shi, Guangping; Liu, Xiaoxing - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430957
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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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Business cycle, expected return and momentum payoffs
Chen, Jiun-Lin (Alex); Hwang, Hyoseok (David) - In: Finance research letters 29 (2019), pp. 83-89
Persistent link: https://www.econbiz.de/10012417954