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Long memory in the volatility of an emerging equity market : the case of Turkey
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, Hsi - In: Journal of international financial markets, … 18 (2008) 4, pp. 305-312
Persistent link: https://www.econbiz.de/10003727933
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The predictive content of oil price and volatility : new evidence on exchange rate forecasting
Breen, John David; Hu, Liang - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820836
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Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Antonakakis, Nikolaos; Vergos, Konstantinos - In: Journal of international financial markets, … 26 (2013), pp. 258-272
Persistent link: https://www.econbiz.de/10010234872
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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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Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander; Koubaa, Yosra; BenSaïda, Ahmed - In: Journal of international financial markets, … 46 (2017), pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
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Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 22 (2012) 4, pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
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A multifractal model of asset (in)variances
Grobys, Klaus - In: Journal of international financial markets, … 85 (2023), pp. 1-37
Persistent link: https://www.econbiz.de/10014433281
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Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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Identifying contagion : a unifying approach
Sewraj, Deeya; Ge̜bka, Bartosz; Anderson, Robert D. J. - In: Journal of international financial markets, … 55 (2018), pp. 224-240
Persistent link: https://www.econbiz.de/10011984138
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Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha; Pesonen, Juho; Raatikainen, Juhani - In: Journal of international financial markets, … 56 (2018), pp. 255-280
Persistent link: https://www.econbiz.de/10011984168