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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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Evidence of an asymmetry in the relationship between volatility and autocorrelation
McKenzie, Michael D.; Kim, Suk-Joong - In: International review of financial analysis 16 (2007) 1, pp. 22-40
Persistent link: https://www.econbiz.de/10003407485
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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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Australian dollar carry trades : time varying probabilities and determinants
Kim, Suk-Joong - In: International review of financial analysis 40 (2015), pp. 64-75
Persistent link: https://www.econbiz.de/10011475609
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The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news
Daniel, Lawrence; Kim, Suk-Joong; McKenzie, Michael D. - In: International review of financial analysis 32 (2014), pp. 159-178
Persistent link: https://www.econbiz.de/10010461296
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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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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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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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Time varying volatility indices and their determinants : evidence from developed and emerging stock markets
Prasad, Nalin; Grant, Andrew; Kim, Suk-Joong - In: International review of financial analysis 60 (2018), pp. 115-126
Persistent link: https://www.econbiz.de/10012007551