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Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Shittu, … - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
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Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan : Bayesian econometric analysis
Akbar, Muhammad - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1470-1487
Persistent link: https://www.econbiz.de/10014253415
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Stock return volatility and World War II : evidence from GARCH and GARCH-X models
Choudhry, Taufiq - In: International journal of finance & economics : IJFE 2 (1997) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10001212981
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The role of time-varying return forecasts for improving international diversification benefits
Miralles-Quirós, María del Mar; Miralles-Quirós, … - In: International journal of finance & economics : IJFE 22 (2017) 3, pp. 201-215
Persistent link: https://www.econbiz.de/10011960294
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On equity risk prediction and tail spillovers
Pouliasis, Panos; Kyriakou, Ioannis; Papapostolou, Nikos - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
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Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10009508870
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Examining realized volatility regimes under a threshold stochastic volatility model
Xu, Dinghai - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 373-389
Persistent link: https://www.econbiz.de/10009689475
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Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.; Wohar, Mark E. - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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Do corporate profit forecaster herd? : evidence from Canada, UK and the United States
Ruelke, Jan-Christoph - In: International journal of finance & economics : IJFE 18 (2013) 1, pp. 93-102
Persistent link: https://www.econbiz.de/10009721884