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Downside risk in the oil market : does it affect stock returns in China?

Su, Zhi; Mo, Xuan; Yin, Libo - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 11, pp. 3139-3152

Persistent link: https://www.econbiz.de/10012607465

A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters

Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Empirica : journal of european economics 47 (2020) 3, pp. 611-641

Persistent link: https://www.econbiz.de/10012289234

Wavelet-based systematic risk estimation: application on GCC stock markets: theSaudi Arabia case

Mabrouk, Anouar Ben - In: Quantitative finance and economics 4 (2020) 4, pp. 542-595

Persistent link: https://www.econbiz.de/10012271510

Scale matters : risk perception, return expectations, and investment propensity under different scaling

Huber, Christoph; Huber, Jürgen - 2018

charts and price charts, where we depict low- and high-volatility assets with distinct trends. We find that varying the scale … riskiness of an asset even if the underlying volatility is the same. Furthermore, past returns predict future return …

Persistent link: https://www.econbiz.de/10011899115