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1
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
2
Leveraging chinese stock markets : tracking the performance and return deviation of U.S.-listed Chinese LETFs
Tang, Hongfei
;
Xu, Xiaoqing Eleanor
- In:
Asia-Pacific journal of financial studies
42
(
2013
)
6
,
pp. 845-879
Persistent link: https://www.econbiz.de/10010248977
Saved in:
3
Understanding leveraged ETFs' compounding effect
Charupat, Narat
;
Ma, Zhe
;
Miu, Peter
- In:
Managerial finance
49
(
2023
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10013503610
Saved in:
4
Tracking performance of
VIX
futures ETPs
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of empirical finance
61
(
2021
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012693241
Saved in:
5
Global equity market volatility spillovers : a broader role for the United State
Buncic, Daniel
;
Gisler, Katja I. M.
-
2015
Persistent link: https://www.econbiz.de/10011289264
Saved in:
6
Effects of the US stock market return and volatility on the VKOSPI
Han, Heejoon
;
Kutan, Ali Mustafa
;
Ryu, Doojin
-
2015
the US market (i.e., the S&P 500 spot return and the
VIX
from the S&P 500 options) play a key role in predicting the level …
Persistent link: https://www.econbiz.de/10011376746
Saved in:
7
Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid
- In:
Review of accounting & finance
14
(
2015
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10011308963
Saved in:
8
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
9
Time-variation in the impact of news sentiment
Smales, Lee A.
- In:
International review of financial analysis
37
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011316615
Saved in:
10
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
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