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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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Volatility dynamics of crypto-currencies’ returns : Evidence from asymmetric and long memory GARCH models
Fakhfekh, Mohamed; Jeribi, Ahmed - In: Research in international business and finance 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012210511
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Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya; Bouri, Elie; Wee, Jung Bum; … - In: Research in international business and finance 65 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
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Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava - In: Research in international business and finance 63 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
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Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun; Huang, Yilong; Xiao, Binuo - In: Research in international business and finance 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
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Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai; Ding, Qian; Zhang, Hongwei; Guo, Yaoqi; … - In: Research in international business and finance 56 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
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Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies
Liu, Jingzhen - In: Research in international business and finance 48 (2019), pp. 243-257
Persistent link: https://www.econbiz.de/10012135907
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Tail risk and the return-volatility relation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 46 (2018), pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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On the volatility spillover between lslamic and conventional stock markets : a quantile regression analysis
Ben Rejeb, Aymen - In: Research in international business and finance 42 (2017), pp. 794-815
Persistent link: https://www.econbiz.de/10011750552
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Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918