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Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances; Murphy, Finbarr; O'Brien, Fergal - In: Journal of economics and finance 40 (2016) 4, pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
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On the cointegration of international stock indices
Fu, Richard; Pagani, Marco - In: Journal of economics and finance 36 (2012) 2, pp. 463-480
Persistent link: https://www.econbiz.de/10009581862
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Some determinants of life expectancy in the United States : results from cointegration tests under structural breaks
Ketenci, Natalya Shevchik; Murthy, Vasudeva N. R. - In: Journal of economics and finance 42 (2018) 3, pp. 508-525
Persistent link: https://www.econbiz.de/10012031075
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Gold and oil prices : stable or unstable long-run relationship
Bassil, Charbel; Hamadi, Hassan; Mardini, Patrick - In: Journal of economics and finance 43 (2019) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10012170984
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What is the source of different levels of time-series return volatility? : The intraday u-shaped pattern or time-series persistence
Hughes, Michael P.; Winters, Drew B. - In: Journal of economics and finance 29 (2005) 3, pp. 300-312
Persistent link: https://www.econbiz.de/10003316993
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An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, … - In: Journal of economics and finance 32 (2008) 2, pp. 136-147
Persistent link: https://www.econbiz.de/10003710699
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Volatility analysis of precious metals returns and oil returns : an ICSS approach
Morales, Lucia; Andréosso-O'Callaghan, Bernadette - In: Journal of economics and finance 38 (2014) 3, pp. 492-517
Persistent link: https://www.econbiz.de/10010490962
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Euro conversion and return dynamics of European financial markets : a frequency domain approach
Grossmann, Axel; Giudici, Emiliano; Simpson, Marc W. - In: Journal of economics and finance 38 (2014) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010388029
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Implied volatility surfaces and market activity over time
Ané, Thierry; Labidi, Chiraz - In: Journal of economics and finance 25 (2001) 3, pp. 259-275
Persistent link: https://www.econbiz.de/10001662839
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Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan - In: Journal of economics and finance 43 (2019) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10012385205