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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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Tail risk premia and return predictability
Bollerslev, Tim; Todorov, Viktor; Xu, Lai - In: Journal of financial economics 118 (2015) 1, pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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Third-country exchange rate volatility and Japanese–US trade : evidence from industry-level data
Bahmani-Oskooee, Mohsen; Hegerty, Scott W.; Xi, Dan - In: Applied economics 48 (2016) 16/18, pp. 1452-1462
Persistent link: https://www.econbiz.de/10011456586
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The effects of exchange rate volatility on US-Chilean industry trade flows
Bahmani-Oskooee, Mohsen; Harvey, Hanafiah; Hegerty, Scott W. - In: Applied economics quarterly 61 (2015) 4, pp. 353-371
Persistent link: https://www.econbiz.de/10011472039
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On the relation between exchange rates and stock prices : a non-linear ARDL approach and asymmetry analysis
Bahmani-Oskooee, Mohsen; Saha, Sujata - In: Journal of economics and finance 42 (2018) 1, pp. 112-137
Persistent link: https://www.econbiz.de/10011978144
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Malaysia-EU trade at the industry level : is there an asymmetric response to exchange rate volatility?
Bahmani-Oskooee, Mohsen; Aftab, Muhammad - In: Empirica : journal of european economics 45 (2018) 3, pp. 425-455
Persistent link: https://www.econbiz.de/10012031218
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Short run and long run effects of exchange rate volatility on commodity trade between Pakistan and Japan
Bahmani-Oskooee, Mohsen; Iqbal, Javed; Salam, Muhammad - In: Economic analysis and policy : EAP ; journal of the … 52 (2016), pp. 131-142
Persistent link: https://www.econbiz.de/10011557332
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Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - In: Journal of financial economics 120 (2016) 3, pp. 464-490
Persistent link: https://www.econbiz.de/10011590229