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Volatility
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Finance research letters
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ECONIS (ZBW)
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1
VIX and the variance of Dow Jones industrial average stocks
Mollick, André Varella
- In:
Managerial finance
41
(
2015
)
3
,
pp. 226-243
Persistent link: https://www.econbiz.de/10011300369
Saved in:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
Does the Chinese stock market react to global news?
Byström, Hans N. E.
- In:
Journal of the Asia Pacific economy
16
(
2011
)
3
,
pp. 448-455
Persistent link: https://www.econbiz.de/10009503032
Saved in:
4
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
5
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
6
Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Hatemi-J, Abdulnasser
;
Irandoust, Manuchehr
- In:
Economia internazionale
68
(
2015
)
2
,
pp. 213-228
Persistent link: https://www.econbiz.de/10011304760
Saved in:
7
Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Chai, Shanglei
- In:
International journal of economics and finance
7
(
2015
)
8
,
pp. 218-228
Persistent link: https://www.econbiz.de/10011346849
Saved in:
8
An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries
Valadkhani, Abbas
;
Chen, George
- In:
International review of applied economics
28
(
2014
)
3
,
pp. 322-334
Persistent link: https://www.econbiz.de/10010355442
Saved in:
9
The impact of natural disasters on stock markets : evidence from Japan and the US
Wang, Lin
;
Kutan, Ali Mustafa
- In:
Comparative economic studies
55
(
2013
)
4
,
pp. 672-686
Persistent link: https://www.econbiz.de/10010246286
Saved in:
10
Stock market volatility : comparison between Dhaka stock exchange and Chittagong stock exchange
Islam, Md. Ariful
;
Islam, Md. Rayhan
;
Siddiqui, …
- In:
International journal of economics, finance and …
2
(
2014
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10010382141
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