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International evidence for return predictability and the implications for long-run covariation of the G7 stock markets

Nitschka, Thomas - 2007

Persistent link: https://www.econbiz.de/10003690964

International evidence for return predictability and the implications for long-run covariation of the G7 stock markets

Nitschka, Thomas - In: German economic review 11 (2010) 4, pp. 527-544

Persistent link: https://www.econbiz.de/10008772903

Does gold-platinum price ratio predict stock returns? : international evidence

Xu, Dezhong; Li, Bin; Singh, Tarlok - In: International journal of managerial finance : IJMF 19 (2023) 2, pp. 308-330

Persistent link: https://www.econbiz.de/10014325743

International asset prices : empirical evidence

Morales-Arias, Leonardo - 2009

Persistent link: https://www.econbiz.de/10003869496

Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets

Shaik, Muneer; Sejpal, Aditya - In: The journal of prediction markets 14 (2020) 2, pp. 103-121

Persistent link: https://www.econbiz.de/10012667736

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...

Persistent link: https://www.econbiz.de/10012404549

Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market

Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10012436893

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

Forecasting stock market realized volatility : the role of global terrorist attacks

Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: Applied economics 55 (2023) 22, pp. 2551-2566

Persistent link: https://www.econbiz.de/10014295065

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

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