Similar Search Results

The commodity cycle : macroeconomic and financial stability implications : an introduction

Alberola, Enrique; Aizenman, Joshua; Moreno, Ramon; … - In: Journal of international money and finance 96 (2019), pp. 259-262

Persistent link: https://www.econbiz.de/10012139810

Range-based covariance estimation using high-frequency data : the realized co-range

Bannouh, Karim (contributor); Dijk, Dick van (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003754160

The effects of Federal funds target rate changes on S&P100 stock returns, volatilities, and correlations

Chulia-Soler, Helena (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003651504

Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations

Chuliá, Helena; Martens, Martin; Dijk, Dick van - In: Journal of banking & finance 34 (2010) 4, pp. 834-839

Persistent link: https://www.econbiz.de/10003966116

On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011

We study the impact of private information on volatility in financial markets. We develop a comprehensive framework to investigate this link while controlling for the effects of both public information (such as macroeconomic news releases) and private information on prices and the effects of...

Persistent link: https://www.econbiz.de/10009126682

Getting the most out of macroeconomic information for predicting stock returns and volatility

Çakmaklı, Cem; Dijk, Dick van - 2010

Persistent link: https://www.econbiz.de/10008771807

On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011 - This version: May 9, 2011

Persistent link: https://www.econbiz.de/10011386466

Testing for volatility changes in US macroeconomic time series

Sensier, Marianne; Dijk, Dick van - In: The review of economics and statistics 86 (2004) 3, pp. 833-839

Persistent link: https://www.econbiz.de/10002223475

What hurts emerging markets most? : G3 exchange rate or interest rate volatility?

Reinhart, Carmen M.; Reinhart, Vincent - In: Preventing currency crises in emerging markets, (pp. 133-166). 2002

Persistent link: https://www.econbiz.de/10001723443

Testing for volatility changes in US macroeconomic time series

Sensier, Marianne (contributor); Dijk, Dick van (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001836409