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A measure of risk appetite for the macroeconomy
Pflueger, Carolin E.; Siriwardane, Emil N.; Sunderam, Adi - 2018
Persistent link: https://www.econbiz.de/10011873657
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Realized stock volatility
Ebens, Heiko (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
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Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
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Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Finance a úvěr 66 (2016) 5, pp. 405-425
Persistent link: https://www.econbiz.de/10011582475
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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
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Time-varied causality between US partisan conflict shock and crude oil return
Cai, Yifei; Wu, Yanrui - In: Energy economics 84 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012182008
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840656
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2012
Persistent link: https://www.econbiz.de/10009515469
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Equity return and short-term interest rate volatility : level effects and asymmetric dynamics
Henry, Ólan Thomas John (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003011852
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Equity return and short-term interest rate volatility : level effects and asymmetric dynamics
Henry, Ólan Thomas John (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003448337