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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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Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
He, Feng; Ma, Feng; Wang, Ziwei; Yang, Bohan - In: International review of financial analysis 75 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804048
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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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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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Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic : VIX vs EPU?
Wang, Jiqian; Lu, Xinjie; He, Feng; Ma, Feng - In: International review of financial analysis 72 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012437423