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Information content in sneer asymmetry : an application to out-of-sample implied volatility forecasting
Choi, Youngsoo
;
Jordan, Steven J.
;
Lee, Wonchang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
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2
An application of the Almost Ideal Demand System method to the European tourism market : comparing the Purchasing Power Parity Index and the Consumer Price Index in international t...
Choi, Youngsoo
-
2005
Persistent link: https://www.econbiz.de/10003908794
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3
Nonlinear Taylor rules : evidence from a large dataset
Ma, Jun
;
Olson, Eric
;
Wohar, Mark E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011886580
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4
Tax multipliers and monetary policy : evidence from a threshold model
Jones, Paul M.
;
Olson, Eric
- In:
Economics letters
122
(
2014
)
2
,
pp. 116-118
Persistent link: https://www.econbiz.de/10010395274
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5
Income inequality and household debt : a cointegration test
Berisha, Edmond
;
Meszaros, John
;
Olson, Eric
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10011380351
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6
Using Romer and Romer’s new measure of monetary policy shocks to identify the AD and AS shocks
Cover, James Peery
;
Olson, Eric
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2838-2846
Persistent link: https://www.econbiz.de/10010189346
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7
An empirical investigation of the Taylor curve
Olson, Eric
;
Enders, Walter
;
Wohar, Mark E.
- In:
Journal of macroeconomics
34
(
2012
)
2
,
pp. 380-390
Persistent link: https://www.econbiz.de/10009689389
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8
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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9
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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10
The Taylor curve : international evidence
Çekin, Semih Emre
;
Gupta, Rangan
;
Olson, Eric
- In:
Applied economics
53
(
2021
)
40
,
pp. 4680-4691
Persistent link: https://www.econbiz.de/10012609863
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