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Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
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Dynamic responses of major equity markets to the US fear index
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23
.e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility …This study examines the reaction of four major equity markets of the world to the US equity market fear index, i … estimation show that, in the first and second subperiods that cover from 6/2013 through 5/2016, equity market volatility in the …
Persistent link: https://www.econbiz.de/10012173007
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On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.; Floros, Christos; Giannellis, … - In: International review of economics & finance : IREF 82 (2022), pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
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The twilight of capitalism
Harrington, Michael - 1976 - 1. print.
Persistent link: https://www.econbiz.de/10000049218
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Stock market volatility : estimation and causes ; an investigation into the nature of stock market risk
Jochum, Christian - 1999
Persistent link: https://www.econbiz.de/10001364018
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Die Entwicklung der Aktienmärkte und die reale Wirtschaft : kommt es zu einer Entkopplung?
Binswanger, Mathias - In: Haben sich die Finanzmärkte von der Realwirtschaft …, (pp. 70-78). 1996
Persistent link: https://www.econbiz.de/10001322119
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Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio - In: Journal of applied econometrics 12 (1997) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
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Learning from history : volatility and financial crises
Daníelsson, Jón; Valenzuela, Marcela; Zer, Ilknur - 2018 - This version: January 2018
Persistent link: https://www.econbiz.de/10012204110
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International cross-listing : a theoretical and empirical analysis
Freedman, Ruth Janine - 1991
Persistent link: https://www.econbiz.de/10000950200
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Stock market volatility : from empirical data to their interpretation
Grouard, Marie-Hélène; Lévy, Sébanstien; … - In: Financial stability review : FSR (2003) 2, pp. 57-74
Persistent link: https://www.econbiz.de/10002100478