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Dynamic correlations and domestic-global diversification
Li, Leon - In: Research in international business and finance 39 (2017), pp. 280-290
Persistent link: https://www.econbiz.de/10011876476
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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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On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros; Papapanagiotou, Georgios; … - In: Research in international business and finance 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
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The asymmetric response of volatility to market changes and the volatility smile : evidence from Australian options
Tanha, Hassan; Dempsey, Michael - In: Research in international business and finance 34 (2015), pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
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Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
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COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Research in international business and finance 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
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An analysis of option pricing under systematic consumption risk using GARCH
Georgievski, Alex; Masih, A. Mansur A. - In: Research in international business and finance 18 (2004) 2, pp. 151-171
Persistent link: https://www.econbiz.de/10003396185
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Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries
Chkili, Walid; Nguyen, Duc Khuong - In: Research in international business and finance 31 (2014), pp. 46-56
Persistent link: https://www.econbiz.de/10010434020
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Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
Kitamura, Yoshihiro - In: Research in international business and finance 36 (2016), pp. 436-446
Persistent link: https://www.econbiz.de/10011594524
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The relationship between renewable energy attention and volatility : a HAR model with markov time-varying transition probability
Duan, Huayou; Zhao, Chenchen; Wang, Lu; Liu, Guangqiang - In: Research in international business and finance 71 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015062160