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The volatility connectedness between oil and stocks : evidence from the G7 markets

BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022

Persistent link: https://www.econbiz.de/10013198542

Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach

Naser, Hanan; Alaali, Fatema - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1757-1777

Persistent link: https://www.econbiz.de/10011950311

General Bayesian time-varying parameter VARs for modeling government bond yields

Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - 2022

Persistent link: https://www.econbiz.de/10012498662

Predicting international equity returns: evidence from time-varying parameter vector autoregressive models

Gupta, Rangan; Huber, Florian; Piribauer, Philipp - In: International review of financial analysis 68 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012300967

Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions

Chan, Jennifer So-Kuen; Kok Haur Ng; Ragell, Rachel - In: International review of economics & finance : IREF 61 (2019), pp. 188-212

Persistent link: https://www.econbiz.de/10012205409

Bayesian analysis of time-varying interactions between stock returns and foreign equity flows

Baba, Boubekeur; Sevil, Güven - In: Financial innovation : FIN 7 (2021), pp. 1-25

This study discusses the trading behavior of foreign investors with respect to economic uncertainty in the South Korean stock market from a time-varying perspective. We employ a news-based measure of economic uncertainty along with the model of time-varying parameter vector autoregression with...

Persistent link: https://www.econbiz.de/10012594935