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The influence of structural changes in volatility on shock transmission and volatility spillover among Iranian gold and foreign exchange markets

Shahrazi, Mohammad Mahdi; Elmi, Zahra Mila; Abounoori, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 73-86

Persistent link: https://www.econbiz.de/10011455410

Structural changes, FDI, and economic growth : evidence from the Baltic states

Irandoust, Manuchehr - In: Journal of economic structures : JES; the official … 5 (2016) 14, pp. 1-9

Despite the fact that previous studies have extensively investigated the foreign direct investment (FDI)-growth nexus, those studies have not considered the role of terms of trade as a proxy for international competitiveness and structural changes. This paper investigates the causal nexus...

Persistent link: https://www.econbiz.de/10011458658

Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model

Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004

Persistent link: https://www.econbiz.de/10010415355

The great moderation in the USA and across the world

Ćorić, Bruno; Muštra, Vinko - In: International journal of sustainable economy 6 (2014) 2, pp. 113-129

Persistent link: https://www.econbiz.de/10010409318

Modeling high-frequency volatility with three-state FIGARCH models

Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483

Persistent link: https://www.econbiz.de/10011476127

Price and volatility linkages between international REITs and oil markets

Nazlıoğlu, Şaban; Gupta, Rangan; Gormus, Alper; … - In: Energy economics 88 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012516750

Predicting the volatility of crude oil futures : the roles of leverage effects and structural changes

Gong, Xu; Lin, Boqiang - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 610-640

Persistent link: https://www.econbiz.de/10012814845

Measuring asymmetry and persistence in conditional volatility in real output : evidence from three East Asian tigers using a multivariate GARCH approach

Vu Thanh Hai; Tsui, Albert K.; Zhang, Zhaoyong - In: Applied economics 45 (2013) 19/21, pp. 2909-2914

Persistent link: https://www.econbiz.de/10010192361

Hedging with Chinese aluminum futures : international evidence with return and volatility spillover indices under structural breaks

Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 37-48

Persistent link: https://www.econbiz.de/10009743748

Movements in international bond markets : the role of oil prices

Nazlıoğlu, Şaban; Gupta, Rangan; Bouri, Elie - In: International review of economics & finance : IREF 68 (2020), pp. 47-58

Persistent link: https://www.econbiz.de/10012486293