Narrow search
Showing 1 - 10 of 10,982
Cover Image
The association between exchange rates and stock returns
Bello, Zakri - In: Investment management and financial innovations 10 (2013) 3, pp. 40-45
Persistent link: https://www.econbiz.de/10010201511
Cover Image
Oil prices, stock returns, and exchange rates : empirical evidence from China and the United States
Bai, Shuming; Koong, Kai S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 12-33
Persistent link: https://www.econbiz.de/10012036287
Cover Image
What have we learned from 20 million historical US stock data?
Ardakani, Mostafa K. - In: The journal of investment strategies 12 (2023) 2, pp. 13-30
Persistent link: https://www.econbiz.de/10014484636
Cover Image
Impact of innovations in Indian and US stock markets on frontier markets of Africa, Middle East and South Asia
Khandelwal, Risha; Jithendranathan, Thadavillil; Singh, … - In: Finance India : the quarterly journal of Indian … 34 (2020) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10012669888
Cover Image
Sequential procedures for monitoring covariances of asset returns
Bodnar, Olha - In: Advances in risk management, (pp. 241-264). 2007
Persistent link: https://www.econbiz.de/10003401609
Cover Image
Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
Cover Image
Multivariate stochastic volatility models with correlated errors
Chan, David; Kohn, Robert; Kirby, Chris - In: Econometric reviews 25 (2006) 2/3, pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Cover Image
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo; Engle, Robert F. - 2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic volatility ; Long … that characterize long-term correlation patterns. We associate such term behavior with low frequency economic variables … improves the empirical fit of equity correlations in the US and correlation forecasts at long horizons. -- Factor models ; Low …
Persistent link: https://www.econbiz.de/10003821063
Cover Image
Why are stock returns and volatility negatively correlated?
Bae, Jinho; Kim, Chang-jin; Nelson, Charles R. - In: Journal of empirical finance 14 (2007) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Cover Image
Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392