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Analysing the relationship between oil prices and Islamic stock markets
Arshad, Shaista - In: Economic papers : a journal of applied economics and policy 36 (2017) 4, pp. 429-443
Persistent link: https://www.econbiz.de/10011950398
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Endogenous indeterminacy and volatility of asset prices under ambiguity
Mandler, Michael - In: Theoretical economics : TE ; journal of the Econometric … 8 (2013) 3, pp. 729-750
Persistent link: https://www.econbiz.de/10010207658
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Endogenous indeterminacy and volatility of asset prices under ambiguity
Mandler, Michael - In: Theoretical economics : TE ; an open access journal in … 8 (2013) 3, pp. 729-750
volatility of asset prices: small changes in supplies necessarily lead to a big price response. …
Persistent link: https://www.econbiz.de/10011685225
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Speculative growth, overreaction, and the welfare cost of technology-driven bubbles
Lansing, Kevin J. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 461-483
Persistent link: https://www.econbiz.de/10009698060
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Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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The relationship between Islamic stock markets and business cycles : a regional perspective
Arshad, Shaista - In: Islamic capital markets : volatility, performance and …, (pp. 45-65). 2016
Persistent link: https://www.econbiz.de/10011533445
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The macroeconomic announcement premium and information environment
Zhang, Chu; Zhao, Shen - In: Journal of monetary economics 139 (2023), pp. 55-73
Persistent link: https://www.econbiz.de/10014464881
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Time-varying stock return correlation, news shocks, and business cycles
Metiu, Norbert; Prieto, Esteban - 2023 - November 25, 2022
The cross-sectional average of pairwise correlations across stocks traded on the NYSE, AMEX, and Nasdaq is a powerful predictor of U.S. economic activity at a horizon of one to four years. Its predictive ability is on a par with the slope of the yield curve and significantly exceeds that of some...
Persistent link: https://www.econbiz.de/10014227600
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Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars; McCauley, Joseph L.; Gunaratne, Gemunu H. - In: International review of financial analysis 20 (2011) 3, pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
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Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio; Caporin, Massimiliano; Caraglio, Michele - In: Journal of econometrics 187 (2015) 2, pp. 486-497
Persistent link: https://www.econbiz.de/10011499748