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Can derivative information predict stock price jumps?
Kwark, Noe-Keol; Kang, Hyoung Goo; Jun, Sang-Gyung - In: The journal of applied business research 31 (2015) 3, pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
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A probit model for the state of the Greek GDP growth
Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392
The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the...
Persistent link: https://www.econbiz.de/10011312197
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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok J.; Keijzer, Tjeert; Kouwenberg, Roy - In: Journal of international money and finance 25 (2006) 3, pp. 528-550
Persistent link: https://www.econbiz.de/10003336184
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Announcements, financial operations or both? : generalizing central banks' FX reaction functions
Bernal, Oscar; Gnabo, Jean-Yves - In: Journal of the Japanese and international economies : … 23 (2009) 4, pp. 367-394
Persistent link: https://www.econbiz.de/10003921474
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Is financial market volatility informative to predict recessions?
Valckx, Nico; De Ceuster, Marc J.; Annaert, Jan - 2002
Persistent link: https://www.econbiz.de/10001719799
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Analysis of farmers' food price volatility and Nigeria's growth enhancement support scheme
Uduji, Joseph I.; Okolo-Obasi, Elda N.; Asongu, Simplice - 2020
Food prices in Nigeria have become significantly higher and more volatile since 2012. The purpose of this research was to find out what affects farmers' participation in the growth enhancement support scheme (GESS) in the country. We determined the effect of the GESS on the ease of access to...
Persistent link: https://www.econbiz.de/10012294977
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017 - This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare; Srikanth, Potharla - In: Global business review 17 (2016) 6, pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
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Farmers' food price volatility and Nigeria's growth enhancement support scheme
Uduji, Joseph I.; Okolo-Obasi, Elda N.; Asongu, Simplice - 2019
The prices of food in Nigeria have become considerably higher and more volatile since 2012. The aim of this research was to ascertain factors affecting farmers' involvement in the growth enhancement support programme (GESS) in the country. We ascertained the effect of the GESS on the handiness...
Persistent link: https://www.econbiz.de/10012111590