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Oil prices and US stock prices
Christofi, Andreas C.; Christofi, Petros C.; Agacer, Gilda - In: The international journal of finance 26 (2014) 3, pp. 333-343
Persistent link: https://www.econbiz.de/10011378795
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Impact of exchange rate fluctuations on US stock market returns
Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557
Persistent link: https://www.econbiz.de/10014428700
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - In: International journal of economics and finance 6 (2014) 7, pp. 53-70
Persistent link: https://www.econbiz.de/10010384712
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US monetary policy and spillovers to select EMEs : an episodic analysis
Sahoo, Satyananda; Shankar, Shiv; Anthony, Jessica M. - In: Research in finance 36 (2020), pp. 67-97
Persistent link: https://www.econbiz.de/10012583839
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Quantifying the announcement effects in the U.S. lumber futures market
Ismailova, Zarina; Etienne, Xiaoli Liao; Shakya, Shishir; … - In: Journal of forest economics : JFE 35 (2020) 4, pp. 375-395
Persistent link: https://www.econbiz.de/10012630842
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices …. A generalized autoregressive conditional heteroscedasticity (GARCH) model is applied to the data of four large US banks …
Persistent link: https://www.econbiz.de/10010209431
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Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano; Mattera, Raffaele; Cozzucoli, … - In: The empirical economics letters : a monthly … 18 (2019) 7, pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
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Mean-variance cointegration and the expectations hypothesis
Strohsal, Till; Weber, Enzo - 2011
-variance cointegration we actually find cointegration relations between spreads and premia in US data. …
Persistent link: https://www.econbiz.de/10010281525
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Exchange rate volatility and US commodity trade with the rest of the world
Bahmani-Oskooee, Mohsen; Ardalani, Zohre; Bolhasani, Marzieh - In: International review of applied economics 24 (2010) 5, pp. 511-532
Persistent link: https://www.econbiz.de/10008822753
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Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Dheeriya, Prakash L.; Rezayat, Fahimeh; Yavas, Burhan F. - In: Review of economics & finance (2014) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10010353498