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Volatility spillovers and dynamic correlation in European bond markets
Skintzi, Vasiliki D.; Refenes, Apostolos-Paul - In: Journal of international financial markets, … 16 (2006) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10003285772
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Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J. - In: Journal of international financial markets, … 19 (2009) 1, pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
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Volatility and correlation in international stock markets and the role of exchange rate fluctuations
Mun, Kyung-chun - In: Journal of international financial markets, … 17 (2007) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10003413272
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The innovations of e-mini contracts and futures price volatility components : the empirical investigation of S&P 500 stock index futures
Tu, Anthony H.; Wang, Ming-chun - In: Journal of international financial markets, … 17 (2007) 2, pp. 198-211
Persistent link: https://www.econbiz.de/10003441638
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Comovements in international stock markets
Morana, Claudio; Beltratti, Andrea - In: Journal of international financial markets, … 18 (2008) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10003710300
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The role of trading volume in volatility forecasting
Le, Van; Zurbruegg, Ralf - In: Journal of international financial markets, … 20 (2010) 5, pp. 533-555
Persistent link: https://www.econbiz.de/10009247745
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Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Akhtaruzzaman, Md.; Shamsuddin, Abul; Easton, Steve - In: Journal of international financial markets, … 31 (2014), pp. 378-396
Persistent link: https://www.econbiz.de/10011299306
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Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
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Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 33 (2014), pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
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Volatility links between the home and the host market for UK dual-listed stocks on US markets
Ben Sita, Bernard; Abdallah, Wissam - In: Journal of international financial markets, … 33 (2014), pp. 183-199
Persistent link: https://www.econbiz.de/10011299846