Narrow search
Showing 1 - 10 of 16
Cover Image
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
Cover Image
The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason; Campbell, John Y. - 2009
Persistent link: https://www.econbiz.de/10003822202
Cover Image
Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001456475
Cover Image
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.; Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10001390215
Cover Image
Equity volatility and corporate Bond yields
Campbell, John Y.; Taksler, Glen Barry - 2002
Persistent link: https://www.econbiz.de/10001671292
Cover Image
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Suleman, Tahir - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Cover Image
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid; Lee, Yun-Jung; Xuan Vinh Vo; Yoon, Seong-min - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Cover Image
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Cover Image
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid; Hammoudeh, Shawkat; Ur Rehman, Mobeen; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Cover Image
The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen; Kang, Sang Hoon; Ahmad, Nasir; Xuan … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013187657