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Growth and volatility
Imbs, Jean - In: Journal of monetary economics 54 (2007) 7, pp. 1848-1862
Persistent link: https://www.econbiz.de/10003557059
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Conditional correlations and volatility links among gold, oil and Istanbul Stock Exchange sector returns
Gencer, Hatice Gaye; Kilic, Erdem - In: International journal of economics and financial issues … 4 (2014) 1, pp. 170-182
Persistent link: https://www.econbiz.de/10010520108
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Shock and volatility spillovers between oil prices and Turkish sector returns
Gencer, Hatice Gaye; Demiralay, Sercan - In: International journal of economics and finance 6 (2014) 2, pp. 174-180
Persistent link: https://www.econbiz.de/10010257642
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Sectoral differences in feedback trading on the German stock market
Yusupova, Elena - 2005
Persistent link: https://www.econbiz.de/10002821734
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Growth and volatility
Imbs, Jean (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370424
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Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir; Mateus, Cesario - In: Applied economics 54 (2022) 23, pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
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Structural breaks in volatility : the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
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Growth and Volatility Revisited
Imbs, Jean M. - 2003
This paper revisits the relation between growth and volatility in disaggregated data. Across countries, the link is confirmed to be significantly negative, but the paper shows that across sectors, the relation becomes positive. This reversal has a natural interpretation. The macroeconomic...
Persistent link: https://www.econbiz.de/10014074995
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Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal; Bouri, Elie; Abuzayed, Bana - In: Energy economics 126 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014483404