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ECONIS (ZBW)
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Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Journal of empirical finance
28
(
2014
),
pp. 118-138
Persistent link: https://www.econbiz.de/10011285080
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Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William
- In:
International journal of economics and business research
9
(
2015
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
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3
Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation
Amanjot Singh
;
Kaur, Parneet
- In:
Journal of academic research in economics
6
(
2014
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
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A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices
Ghassan, Hassan B.
;
Banerjee, Prashanta K.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 305-323
Persistent link: https://www.econbiz.de/10011325705
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Macro fundamentals as a source of stock market volatility in China : a GARCH-MIDAS approach
Girardin, Eric
;
Joyeux, Roselyne
- In:
Economic modelling
34
(
2013
),
pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
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6
Dynamics of unemployment insurance claims : an application of ARIMA-GARCH models
Mohammadi, Hassan
;
Rich, Daniel P.
- In:
Atlantic economic journal : AEJ
41
(
2013
)
4
,
pp. 413-425
Persistent link: https://www.econbiz.de/10010243108
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7
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
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8
The relationships among interest rate, exchange rate and stock price : a BEKK- MGARCH approach
Türkyılmaz, Serpil
;
Balıbey, Mesut
- In:
International journal of economics, finance and …
1
(
2013
)
3
,
pp. 166-174
Persistent link: https://www.econbiz.de/10010251806
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9
Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 189-212
Persistent link: https://www.econbiz.de/10011543897
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A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy
;
Mwangi, Patrick
;
Panulo, Barry
; …
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
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