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Volatility of commodity futures prices and market-implied inflation expectations
Orłowski, Lucjan T. - In: Journal of international financial markets, … 51 (2017), pp. 133-141
Persistent link: https://www.econbiz.de/10011896296
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Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
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Financial crises and dynamic linkages among international currencies
Dimitriou, Dimitrios; Kenourgios, Dimitris - In: Journal of international financial markets, … 26 (2013), pp. 319-332
Persistent link: https://www.econbiz.de/10010234848
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The role of country and industry factors during volatile times
Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: Journal of international financial markets, … 26 (2013), pp. 273-290
Persistent link: https://www.econbiz.de/10010234862
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Is asymmetric mean-reverting pattern in stock returns systematic? : Evidence from Pacific-basin markets in the short-horizon
Nam, Kiseok; Pyun, Chong-soo; Kim, Sei-Wan - In: Journal of international financial markets, … 13 (2003) 5, pp. 481-502
Persistent link: https://www.econbiz.de/10001815452
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On measuring volatility and the GARCH forecasting performance
Barucci, Emilio; Renò, Roberto - In: Journal of international financial markets, … 12 (2002) 3, pp. 183-200
Persistent link: https://www.econbiz.de/10001705858
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A conditional variance model for daily stock returns in China's emerging stock markets : empirical evidence on the Shanghai and Shenzhen exchanges
Yu, Qiao - In: Journal of international financial markets, … 6 (1996) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10001498289
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A quasi process free valuation model of floating rate instruments : theory, and evidence from the French market
Jacquillat, Bertrand; Laguiche, Sylvie de - In: Journal of international financial markets, … 5 (1995) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10001499765
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Differences in pricing between permanent and transitory volatility components : a latent variable approach
Hertog, René G. J. den - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 79-95
Persistent link: https://www.econbiz.de/10001508145
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International transmission of volatility between stock and stock index futures markets
Puttonen, Vesa - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 97-115
Persistent link: https://www.econbiz.de/10001508146