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Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu; Brugal, Ivan - In: The North American journal of economics and finance : a … 25 (2013), pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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The empirical linkages among market returns, return volatility, and trading volume : evidence from the S&P 500 VIX Futures
Kao, Yu-Sheng; Chuang, Hwei-lin; Ku, Yu-Cheng - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012667173
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Which liquidity indicator is more informative to market volatility? : spectrum analysis of China's base metal futures market
Chen, Xiangyu; Tongurai, Jittima - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014485263
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Dynamic interaction of risk-return trade-offs between oil market and China's stock market : an analysis from the risk preferences perspective
He, Zhifang; Sun, Hao; Chen, Jiaqi; Yang, Xin; Yin, Zhujia - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014484058
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The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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Disagreements with noisy signals and asset pricing
Wang, Hailong; Hu, Duni; Ma, Chaoqun; Cheng, Fengchao - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012659556
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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
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The potential effect of US baby-boom retirees on stock returns
Kedar-Levy, Haim - In: The North American journal of economics and finance : a … 30 (2014), pp. 106-121
Persistent link: https://www.econbiz.de/10010463555