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Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias - In: Journal of banking & finance 32 (2008) 2, pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
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Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini; Skiadopoulos, George; … - In: Journal of banking & finance 32 (2008) 11, pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
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An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George; Psychoyios, Dimitris; Skiadopoulos, George - In: Journal of banking & finance 31 (2007) 12, pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
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Simultaneous monetary policy announcements and international stock markets response : an intraday analysis
Hussain, Syed Mujahid - In: Journal of banking & finance 35 (2011) 3, pp. 752-764
Persistent link: https://www.econbiz.de/10009161746
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Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices
Hussain, Syed Mujahid; Ben Omrane, Walid; Al-Yahyaee, … - In: Global finance journal 46 (2020)
Persistent link: https://www.econbiz.de/10012503405
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Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
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Stock market integration between the UK and the US : evidence over eight decades
Aladesanmi, Olalekan; Casalin, Fabrizio; Metcalf, Hugh - In: Global finance journal 41 (2019), pp. 32-43
Persistent link: https://www.econbiz.de/10012257057
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U.S., Anglo-Saxon European, and non-Anglo-Saxon European cash holdings around the financial crisis
Gonenc, Halit; Polten, Marc-Oliver; Westerman, Wim - In: Global finance journal 52 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013412550