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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
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Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
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Stock volatility and the Great Depression
Cortes, Gustavo Silva; Weidenmier, Marc D. - In: The review of financial studies 32 (2019) 9, pp. 3544-3570
Persistent link: https://www.econbiz.de/10012108123
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Stock market volatility and the business cycle
Shawky, Hany A. - In: Research in finance 15 (1997), pp. 137-168
Persistent link: https://www.econbiz.de/10001226619
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
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Oil shocks, US economic uncertainty, and emerging stock markets
Kwon, Dohyoung - In: Applied economics letters 26 (2019) 18, pp. 1472-1479
Persistent link: https://www.econbiz.de/10012204823
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Aktienmarktvolatilität und Konjunkturzyklus
Raunig, Burkhard; Scharler, Johann - In: Geldpolitik & Wirtschaft : Quartalsheft zur Geld- und … (2010) 2, pp. 56-66
Persistent link: https://www.econbiz.de/10003981718
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Zyklusverschiebung, Fundamentalwert und Börsenkurs
Ehrhardt, Jens; Ehrhardt, Jan; Knoll, Leonhard - In: Corporate finance / Biz 4 (2013) 3, pp. 124-130
Persistent link: https://www.econbiz.de/10009727901
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Macroeconomic surprises and short-term behaviour in bond futures
Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 843-866
Persistent link: https://www.econbiz.de/10003233767