Narrow search
Showing 1 - 10 of 41,139
Cover Image
The relationship between interest rate volatility and the shadow economy in OECD countries : an asymmetric analysis
Hajilee, Massomeh; Niroomand, Farhang; Hayes, Linda A. - In: Australian economic papers 62 (2023) 3, pp. 539-566
Persistent link: https://www.econbiz.de/10014380870
Cover Image
Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach
Naimy, Viviane; El Khoury, Rim; Montero, José-María; … - In: Oeconomia Copernicana 14 (2023) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10014249933
Cover Image
Range-based volatility estimation and forecasting
Benčík, Daniel - 2014
prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to … simple daily ranges and explore the use of these more efficient volatility measures as predictors of daily ranges. The array … a vector error-correction model of daily highs and lows. Contrary to intuition, models based on co-integration of daily …
Persistent link: https://www.econbiz.de/10010461231
Cover Image
Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang; Fang, Zheng; Hamori, Shigeyuki - In: International journal of economics and finance 9 (2017) 8, pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
Cover Image
Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
Cover Image
Testing the linkages of Arab stock markets : a multivariate GARCH approach
Shahateet, Mohammed Issa; Shrydeh, Najib; Mohammad, Suleiman - In: Investment management and financial innovations 16 (2019) 4, pp. 192-204
Persistent link: https://www.econbiz.de/10012177670
Cover Image
The impact of exchange rate volatility on trade : a panel study on Pakistan's trading partners
Khan, Abdul Jalil; Azim, Parvez; Syed, Shabib Haider - In: The Lahore journal of economics 19 (2014) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10010391826
Cover Image
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon; Scrimgeour, Frank G. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Cover Image
Official intervention and exchange rate determination : evidence from India
Rishad, Abdul; Gupta, Sanjeev; Sharma, Akhil - In: Global journal of emerging market economies 13 (2021) 3, pp. 357-379
Persistent link: https://www.econbiz.de/10012623987
Cover Image
Role of the futures market on volatility and price discovery of the spot market : evidence from Pakistan's stock market
Khan, Safi Ullah - In: The Lahore journal of economics 11 (2006) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10003453504