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Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.; Adekoya, Oluwasegun B.; Xuan Vinh Vo; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
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Mean and variance equation dynamics : time deformation, GARCH, and a robust analysis of the London housing market
Cook, Steve; Watson, Duncan - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 304-318
Persistent link: https://www.econbiz.de/10011960361
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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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Decomposing European bond and equity volatility
Christiansen, Charlotte - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 105-122
Persistent link: https://www.econbiz.de/10008702362
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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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Were financial flows in Latin America and the Caribbean shifted by their crises?
Delbianco, Fernando Andrés; Fioriti, Andrés - In: International journal of finance & economics : IJFE 20 (2015) 2, pp. 114-125
Persistent link: https://www.econbiz.de/10011348437
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How fat are the tails of equity market indices?
Stoyanov, Stoyan V.; Loh, Lixia; Fabozzi, Frank J. - In: International journal of finance & economics : IJFE 22 (2017) 3, pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
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Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek; Werner, Richard A. - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
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Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao; Zhang, Yaojie; Li, Xiafei; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
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Business cycle synchronization of the euro area with the new and negotiating member countries
Savva, Christos S.; Neanidis, Kyriakos C.; Osborn, Denise R. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 288-306
Persistent link: https://www.econbiz.de/10008702340