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Multiscale information transmission between commodity markets : an EMD-Based transfer entropy network
Liu, Chang; Sun, Xiaolei; Wang, Jun; Li, Jianping; … - In: Research in international business and finance 55 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013264679
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Impact of futures on comovements for UK cross-listed equities
Koulakiotis, Athanasios; Katrakilides, K.; Chionēs, … - In: Research in international business and finance 22 (2008) 2, pp. 145-161
Persistent link: https://www.econbiz.de/10003756619
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The Euro and Pound volatility dynamics : an investigation from conditional jump process
Wan, Jer-Yuh; Kao, Chung-Wei - In: Research in international business and finance 22 (2008) 2, pp. 193-207
Persistent link: https://www.econbiz.de/10003756659
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Day of the week effect on foreign exchange market volatility : evidence from Turkey
Berument, Hakan; Coskun, M. Nejat; Sahin, Afsin - In: Research in international business and finance 21 (2007) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10003410753
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Using GMM to flatten the option volatility smile
Arnold, Tom - In: Research in international business and finance 20 (2006) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003374200
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Dependence and mean reversion in stock prices : the case of the MENA region
Assaf, A. - In: Research in international business and finance 20 (2006) 3, pp. 286-304
Persistent link: https://www.econbiz.de/10003377100
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Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility
Evans, Kevin P.; Speight, Alan E. H. - In: Research in international business and finance 24 (2010) 1, pp. 82-101
Persistent link: https://www.econbiz.de/10003917571
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Testing for volatility spillover between the British pound and the euro
Inagaki, Kazuyuki - In: Research in international business and finance 21 (2007) 2, pp. 161-174
Persistent link: https://www.econbiz.de/10003478838
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Local and spillover shocks in implied market volatility : evidence for the U.S. and Germany
Wagner, Niklas F.; Szimayer, Alexander - In: Research in international business and finance 18 (2004) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10003396216
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Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Research in international business and finance 18 (2004) 3, pp. 305-317
Persistent link: https://www.econbiz.de/10003396231