Similar Search Results - EconBiz

What drives US stock markets during the COVID-19 pandemic? : a global sensitivity analysis

Ahmed, Walid M. A. - In: Borsa Istanbul Review 22 (2022) 5, pp. 939-960

This paper identifies robust determinants of US stock price movements in the economic shadow of the COVID-19 crisis and in the presence of model uncertainty, using several influential factors highlighted in relevant research. Our investigation performs an extreme bounds analysis (EBA), a global...

Persistent link: https://www.econbiz.de/10013426711

Causal relations among stock returns and macroeconomic variables in a small, open economy

Gjerde, Øystein; Sættem, Frode - In: Journal of international financial markets, … 9 (1999) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10001402118

On the use of trade-to-trade returns for risk estimation in thin security markets : a note

Berglund, Tom - 1984

Persistent link: https://www.econbiz.de/10000534283

An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns

Lengua Lafosse, Patricia; Rodriguez, Gabriel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 155-173

Persistent link: https://www.econbiz.de/10012035007

Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices

Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274

Persistent link: https://www.econbiz.de/10012162415

Inference on self-exciting jumps in prices and volatility using high-frequency measures

Maneesoonthorn, Worapree; Forbes, Catherine Scipione; … - In: Journal of applied econometrics 32 (2017) 3, pp. 504-532

Persistent link: https://www.econbiz.de/10011694633

Detection of high and low states in stock market returns with MCMC method in a Markov switching model

Rey, Clément; Rey, Serge; Viala, Jean-Renaud - In: Economic modelling 41 (2014), pp. 145-155

Persistent link: https://www.econbiz.de/10010438390

Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods

Lillestøl, Jostein - 2000

Persistent link: https://www.econbiz.de/10001582162

Adaptive polar sampling with an application to a Bayes measure of value-at-risk

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999

Persistent link: https://www.econbiz.de/10001430824

Multiple hypotheses testing in the linear regression model with applications to economics and finance

Alt, Raimund - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002570396

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