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Prime rate changes and returns to industries : announcement period evidence
Johnson, Robert R. - In: The quarterly review of economics and finance : journal … 34 (1994) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10001164656
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Conditional heteroskedasticity adjusted market model and an event study
Corhay, Albert - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 529-538
Persistent link: https://www.econbiz.de/10001214224
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Oil shocks and stock return volatility
Bachmeier, Lance J.; Nadimi, Soheil R. - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10012034495
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Measuring contagion effects between crude oil and Chinese stock market sectors
Fang, Sheng; Egan, Paul - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 31-38
Persistent link: https://www.econbiz.de/10012034503
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An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia; Rodriguez, Gabriel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
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Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes
Riedle, Thorsten - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 308-321
Persistent link: https://www.econbiz.de/10012035022
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Investor sentiment and aggregate volatility pricing
Labidi, Chiraz; Yaakoubi, Soumaya - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 53-63
Persistent link: https://www.econbiz.de/10011627506
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Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.; Czaja, Marc-Gregor; Kaufmann, Philipp - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 139-159
Persistent link: https://www.econbiz.de/10011627527
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Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10010492635