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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Winter blues and time variation in the price of risk
Garrett, Ian (contributor); Kamstra, Mark J. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002572427
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Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei; Garrett, Ian - In: Economic modelling 128 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014464307