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How do stocks react to extreme market events? : evidence from Brazil
Piccoli, Pedro; Chaudhury, Mohammed M.; Souza, Alceu - In: Research in international business and finance 42 (2017), pp. 275-284
Persistent link: https://www.econbiz.de/10011750227
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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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Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
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Modelling long memory in volatility in sub-Saharan African equity markets
Kuttu, Saint - In: Research in international business and finance 44 (2018), pp. 176-185
Persistent link: https://www.econbiz.de/10011983033
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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 46 (2018), pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
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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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The volatility dynamics of spot and futures gold prices : evidence from Russia
Kirkulak-Uludag, Berna; Lkhamazhapov, Zorikto - In: Research in international business and finance 38 (2016), pp. 474-484
Persistent link: https://www.econbiz.de/10011640711
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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