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A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns

Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460616

Optimal strategies with option compensation under mean reverting returns or volatilities

Herzel, Stefano; Nicolosi, Marco - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 47-69

Persistent link: https://www.econbiz.de/10011993415

Optimal feedback control of stock prices under credit risk dynamics

Shao, Jinghai; Mitra, Sovan; Karathanasopoulos, Andreas - In: Risk management decisions and value under uncertainty, (pp. 1285-1318). 2022

Persistent link: https://www.econbiz.de/10013342116

Market integration and contagion

Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - 2003

Persistent link: https://www.econbiz.de/10001738796

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Market integration and contagion

Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - In: The journal of business : B 78 (2005) 1, pp. 39-69

Persistent link: https://www.econbiz.de/10002827392

The reputational contagion effects of ransomware attacks

Corbet, Shaen; Goodell, John W. - In: Finance research letters 47 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013553750

Volatility transmission among Nigeria, some selected African and world equity markets

Idolor, Eseoghene Joseph - In: The Indian journal of economics 102 (2022) 407,4, pp. 525-548

Persistent link: https://www.econbiz.de/10014363980

Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets

Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4037-4054

Persistent link: https://www.econbiz.de/10014429282

Can green bonds be a safe haven for equity investors?

Flavin, Thomas J.; Sheenan, Lisa - 2023

We investigate if green bonds can act as a safe-haven asset for equity investors by analysing their relationship with stocks and other alternative safe havens, namely sovereign bonds and gold. Safe havens are defined as assets that exhibit zero or negative comovement with equity during a stock...

Persistent link: https://www.econbiz.de/10014369617