Narrow search
Showing 1 - 10 of 214
Cover Image
Testing the stabilization hypothesis in the UK short-term interest rates : evidence from a GARCH-X model
Staikouras, Sotiris K. - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 169-189
Persistent link: https://www.econbiz.de/10003334661
Cover Image
Volatility persistence, long memory and time-varying unconditional mean : evidence from 10 equity indices
McMillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-595
Persistent link: https://www.econbiz.de/10003852502
Cover Image
Modeling and forecasting trading volume index : GARCH versus TGARCH approach
Sabiruzzaman, Md.; Huq, Md. Monimul; Beg, Rabiul Alam; … - In: The quarterly review of economics and finance : journal … 50 (2010) 2, pp. 141-145
Persistent link: https://www.econbiz.de/10008688981
Cover Image
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.; Yuan, Yuan; McAleer, Michael - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Cover Image
The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
Cover Image
Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
Cover Image
Exchange rates and oil prices : a multivariate stochastic volatility analysis
Ding, Liang; Vo, Minh T. - In: The quarterly review of economics and finance : journal … 52 (2012) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10009665118
Cover Image
Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
Cover Image
Parametric Value-at-Risk analysis : evidence from stock indices
Mabrouk, Samir; Saadi, Samir - In: The quarterly review of economics and finance : journal … 52 (2012) 3, pp. 305-321
Persistent link: https://www.econbiz.de/10009683550
Cover Image
Modeling common volatility characteristics and dynamic risk premia in European equity markets
Koutmos, Gregory; Knif, Johan; Philippatos, George C. - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 567-578
Persistent link: https://www.econbiz.de/10003747269