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The kidnapping of Europe : high-order moments' transmission between developed and emerging markets

Brio, Esther B. del; Mora-Valencia, Andrés; Perote, Javier - In: Emerging markets review 31 (2017), pp. 96-115

Persistent link: https://www.econbiz.de/10011803176

The impact of the 2030 Climate and Energy Framework Agreement on electricity prices in MIBEL : a mixed-methods approach

Estêvão, João; Raposo, Clara - In: Journal of business research : JBR 89 (2018), pp. 411-417

Persistent link: https://www.econbiz.de/10011881913

Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter

Zhang, Yuanyuan; Choudhry, Taufiq - In: Journal of forecasting 36 (2017) 8, pp. 956-973

Persistent link: https://www.econbiz.de/10011860929

Leverage versus volatility : evidence from the capital structure of European firms

Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Economic modelling 62 (2017), pp. 145-160

Persistent link: https://www.econbiz.de/10011813362

Volatility forecasting in practice : exploratory evidence from European hedge funds

Schreder, Max - In: The journal of asset management 19 (2018) 4, pp. 245-258

Persistent link: https://www.econbiz.de/10011891184

Volatility spillover of energy markets into EUA markets under EU ETS : a multi-phase study

Dhamija, Ajay K.; Yadav, Surendra Singh; Jain, Pramod Kumar - In: Environmental economics and policy studies 20 (2018) 3, pp. 561-591

Persistent link: https://www.econbiz.de/10011891290

Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots

Chang, Kai; Pei, Ping; Zhang, Chao; Wu, Xin - In: Energy economics 67 (2017), pp. 213-223

Persistent link: https://www.econbiz.de/10011897908

True or spurious long memory in European non-EMU currencies

Walther, Thomas; Klein, Tony; Thu, Hien Pham; Piontek, … - In: Research in international business and finance 40 (2017), pp. 217-230

Persistent link: https://www.econbiz.de/10011912762

The impact of German macroeconomic news on emerging European forex markets

Moravcová, Michala - In: Prague economic papers : a bimonthly journal of … 27 (2018) 5, pp. 505-521

Persistent link: https://www.econbiz.de/10011918965

Uusing the symmetric models garch (1.1) and garch-m (1.1) to investigate volatility and persistence for the european and us financial markets

Duță, Violeta - In: Financial studies 22 (2018) 1, pp. 64-86

In this paper, we used the GARCH (1,1) and GARCH-M (1,1) models to investigate volatility and persistence at daily frequency for European and US financial markets. In the study we included fourteen stock indices (twelve Europeans and two Americans), during March 2013 - January 2017. The results...

Persistent link: https://www.econbiz.de/10011964941