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The impact and role of COVID-19 uncertainty : a global industry analysis
Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 80 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013366153
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Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
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Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
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The impact of geopolitical uncertainty on energy volatility
Liu, Yang; Han, Liyan; Xu, Yang - In: International review of financial analysis 75 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012804169
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Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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The volatility linkage between energy and agricultural futures markets with external shocks
Han, Liyan; Jin, Jiayu; Wu, Lei; Zeng, Hongchao - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012301084
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Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
Antonakakis, Nikolaos; Floros, Christos - In: International review of financial analysis 44 (2016), pp. 111-122
Persistent link: https://www.econbiz.de/10011623962
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Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
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News implied volatility and long-term foreign exchange market volatility
Liu, Yang; Han, Liyan; Yin, Libo - In: International review of financial analysis 61 (2019), pp. 126-142
Persistent link: https://www.econbiz.de/10012206948
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Do commodity markets catch a cold from stock markets? : Modelling uncertainty spillovers using Google search trends and wavelet coherence
Szczygielski, Jan Jakub; Charteris, Ailie; Obojska, Lidia - In: International review of financial analysis 87 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014457702