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Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models
Barbachan, José Santiago Fajardo - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 319-327
Persistent link: https://www.econbiz.de/10010412452
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Do exchange rate changes have symmetric or asymmetric effects on international trade integration?
Rajput, Suresh Kumar Oad; Ghumro, Niaz Hussain; Anjum, Nadia - In: Annals of financial economics 14 (2019) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10012226546
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Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed; Elmahgop, Faiza Omer Mohammed - In: International journal of economics and financial issues … 10 (2020) 2, pp. 209-215
Persistent link: https://www.econbiz.de/10012215152
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A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo - In: Applied economics 49 (2017) 40, pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
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Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks : a case of emerging economy
Khan, Waseem; Sharma, Vishal; Ansari, Saghir Ahmad - In: Review of development economics : an essential resource … 26 (2022) 3, pp. 1733-1784
Persistent link: https://www.econbiz.de/10013329679
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Is there an asymmetric effect of exchange rate volatility on exports and imports in the Central, East and Southeast European countries?
Kurtović, Safet; Maxhuni, Nehat; Halili, Blerim; … - In: Post-communist economies 35 (2023) 6, pp. 597-618
Persistent link: https://www.econbiz.de/10014340395
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Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Shukla, Upendra Nath; Tandon, Neelam; Tandon, Deepak; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 6, pp. 691-711
Persistent link: https://www.econbiz.de/10014230070
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Unveiling the relationship between the transaction timing, spending and dropout behavior of customers
Glady, Nicolas; Lemmens, Aurélie; Croux, Christophe - In: International journal of research in marketing : IJRM ; … 32 (2015) 1, pp. 78-93
Persistent link: https://www.econbiz.de/10010517010
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Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun - In: Applied economics letters 22 (2015) 10/12, pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
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A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2010
representation as a time-varying heavy-tailed copula which is particularly useful if the interest focuses on dependence structures …
Persistent link: https://www.econbiz.de/10011380135