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Is financial market volatility informative to predict recessions?
Valckx, Nico; De Ceuster, Marc J.; Annaert, Jan - 2002
Persistent link: https://www.econbiz.de/10001719799
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Financial market volatility : informative in predicting recessions
Annaert, Jan; De Ceuster, Marc J.; Valckx, Nico - 2001
Persistent link: https://www.econbiz.de/10001600327
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel - In: Journal of international money and finance 17 (1998) 1, pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
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Is there excess comovement of bond yields between countries?
Sutton, Gregory D. - In: Journal of international money and finance 19 (2000) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001485270
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Is there excess comovement of bond yields between countries?
Sutton, Gregory D. - 1997
Persistent link: https://www.econbiz.de/10013431821
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Oil shock transmission to stock market returns : Wavelet-multivariate Markov switching GARCH approach
Jammazi, Rania - In: The interrelationship between financial and energy markets, (pp. 71-111). 2014
Persistent link: https://www.econbiz.de/10010411151
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MLE is alive and well in the financial markets
Ramamurtie, Buddhavarapu Sailesh; Ulman, Scott - 1996
Persistent link: https://www.econbiz.de/10000983755