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Asymmetric volatility transmission between home foreclosures, housing prices, unemployment rate and adjustable mortgage rates

Anoruo, Emmanuel; Mustafa, Muhammad - In: The IUP journal of applied economics 15 (2016) 1, pp. 37-50

Persistent link: https://www.econbiz.de/10011488582

An empirical investigation into the relation of oil to stock market prices

Anoruo, Emmanuel; Mustafa, Muhammad - In: North American journal of finance and banking research 1 (2007) 1, pp. 22-36

Persistent link: https://www.econbiz.de/10003851735

Asymmetric Volatility Transmission between Home Foreclosures, Housing Prices, Unemployment Rate and Adjustable Mortgage Rates

Anoruo, Emmanuel - 2016

This paper uses the EGARCH model to investigate the volatility spillovers between home foreclosures, adjustable mortgage rates, housing prices and unemployment rate for the US. The results provide evidence of volatility spillover effects from adjustable mortgage rates, home foreclosures and...

Persistent link: https://www.econbiz.de/10012993192

An empirical investigation into the relation of oil to stock market prices

Anoruo, Emmanuel; Mustafa, Muhammad - In: North American journal of finance and banking research 1 (2007) 1, pp. 22-36

Persistent link: https://www.econbiz.de/10009935295