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On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: Research in international business and finance 32 (2014), pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
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The impact of industrial incidents on stock market volatility
Corbet, Shaen; Larkin, Charles; McMullan, Caroline - In: Research in international business and finance 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012548203
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Does national culture affect the intensity of volatility linkages in international equity markets?
Rothonis, Stephanie; Duy Tran; Wu, Eliza - In: Research in international business and finance 36 (2016), pp. 85-95
Persistent link: https://www.econbiz.de/10011594263
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An investigation of return and volatility linkages among equity markets : a study of selected European and emerging countries
Yavas, Burhan F.; Dedi, Lidija - In: Research in international business and finance 37 (2016), pp. 583-596
Persistent link: https://www.econbiz.de/10011595408
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Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
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True or spurious long memory in European non-EMU currencies
Walther, Thomas; Klein, Tony; Thu, Hien Pham; Piontek, … - In: Research in international business and finance 40 (2017), pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
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News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan; Bassil, Charbel; Nehme, Tamara - In: Research in international business and finance 41 (2017), pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
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Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
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Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria; Zekokh, Timur - In: Research in international business and finance 48 (2019), pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
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Feedback trading : strategies during day and night with global interconnectedness
Kusen, Alex; Rudolf, Markus - In: Research in international business and finance 48 (2019), pp. 438-463
Persistent link: https://www.econbiz.de/10012135964