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Forecasting VIX with time-varying risk aversion
Wu, Xinyu; He, Qizhi; Xie, Haibin - In: International review of economics & finance : IREF 88 (2023), pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
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Nonlinearity in the cross-section of stock returns : evidence from China
Wang, Jianqiu; Wu, Ke; Tong, Guoshi; Chen, Dongxu - In: International review of economics & finance : IREF 85 (2023), pp. 174-205
Persistent link: https://www.econbiz.de/10014424128
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Composite survey sentiment as a predictor of future market returns : evidence for German equity indices
Rakovská, Zuzana - In: International review of economics & finance : IREF 73 (2021), pp. 473-495
Persistent link: https://www.econbiz.de/10012692413
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Gold, platinum, and industry stock returns
Quynh Thi Thuy Pham; Rudolf, Markus - In: International review of economics & finance : IREF 75 (2021), pp. 252-266
Persistent link: https://www.econbiz.de/10012692482
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Let's take a smooth break : stock return predictability revisited
Luo, Shikong; Yan, Xinyan; Yang, Haoyi - In: International review of economics & finance : IREF 75 (2021), pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
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Intraday sentiment and market returns
Gao, Bin; Liu, Xihua - In: International review of economics & finance : IREF 69 (2020), pp. 48-62
Persistent link: https://www.econbiz.de/10012486317
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - In: International review of economics & finance : IREF 40 (2015), pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.; Brooks, Robert - In: International review of economics & finance : IREF 38 (2015), pp. 94-111
Persistent link: https://www.econbiz.de/10011572339