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Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
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The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs
Feng, Shu; Zhang, Yi; Friesen, Geoffrey C. - In: International review of financial analysis 41 (2015), pp. 62-73
Persistent link: https://www.econbiz.de/10011508586
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Earnings forecasts and idiosyncratic volatilities
Kryzanowski, Lawrence; Mohsni, Sana - In: International review of financial analysis 41 (2015), pp. 107-123
Persistent link: https://www.econbiz.de/10011508613
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
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The importance of belief dispersion in the response of gold futures to macroeconomic announcements
Smales, Lee A.; Yang, Yi - In: International review of financial analysis 41 (2015), pp. 292-302
Persistent link: https://www.econbiz.de/10011508993
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Impact of allowance submissions in European carbon emission markets
Philip, Dennis; Shi, Yukun - In: International review of financial analysis 40 (2015), pp. 27-37
Persistent link: https://www.econbiz.de/10011475593
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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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Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon; Chang, Ki Cheon - In: International review of financial analysis 40 (2015), pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
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Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming; Li, Zhao-Lai; You, Wan-hai; Zeng, Zhaofa - In: International review of financial analysis 40 (2015), pp. 142-153
Persistent link: https://www.econbiz.de/10011475708