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Global and country-specific business cycle risk in time-vaying excess returns on asset markets
Nitschka, Thomas - 2012
Persistent link: https://www.econbiz.de/10009674033
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Empirical Studies on Volatility in International Stock Markets
Hol, Eugenie M. J. H. - 2003
and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application …
Persistent link: https://www.econbiz.de/10013520213
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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Asymmetrical reaction to US stock-return news : evidence from major stocks markets based on a double-threshold model
Chen, Cathy W. S.; Chiang, Thomas C.; So, Mike Ka-pui - In: Journal of economics & business 55 (2003) 5/6, pp. 487-502
Persistent link: https://www.econbiz.de/10001804355
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Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H. - 2003
Persistent link: https://www.econbiz.de/10001781211
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Dual listed stocks and asymmetric volatility spillover : the case of UK, Germany and France
Asimakopoulos, Ioannis - 1997
Persistent link: https://www.econbiz.de/10000979098
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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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150 Jahre Finanzmarktvolatilität
Gerlach, Stefan; Ramaswamy, Srichander; Scatigna, Michaela - In: BIZ-Quartalsbericht (2006), pp. 91-107
Persistent link: https://www.econbiz.de/10003389656
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The effect of exchange rate volatility on the volume of Japan's bilateral trade
Daly, Kevin - In: The Singapore economic review : journal of the Economic … 41 (1996) 2, pp. 22-39
Persistent link: https://www.econbiz.de/10001378973
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The risk return relationship : evidence from index return and realised variance series
Yang, Minxian - 2014
Persistent link: https://www.econbiz.de/10010349309