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Cross-Market Spillovers with ‘...
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Volatility
EU ETS
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ECONIS (ZBW)
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1
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
2
The cross-market indes for volatility surprise
Aboura, Sofiane
;
Chevallier, Julien
- In:
The journal of asset management
15
(
2014
)
1
,
pp. 7-23
Persistent link: https://www.econbiz.de/10010370072
Saved in:
3
Geographical diversification with a World Volatility Index
Aboura, Sofiane
;
Chevallier, Julien
- In:
Journal of multinational financial management
30
(
2015
),
pp. 62-82
Persistent link: https://www.econbiz.de/10011539534
Saved in:
4
Volatility equicorrelation : a cross-market perspective
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economics letters
122
(
2014
)
2
,
pp. 289-295
Persistent link: https://www.econbiz.de/10010395117
Saved in:
5
Leverage vs. feedback : which Effect drives the oil market?
Aboura, Sofiane
;
Chevallier, Julien
- In:
Finance research letters
10
(
2013
)
3
,
pp. 131-141
Persistent link: https://www.econbiz.de/10010222896
Saved in:
6
Cross-market spillovers with "volatility surprise"
Aboura, Sofiane
;
Chevallier, Julien
- In:
Review of financial economics : RFE
23
(
2014
)
4
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010442564
Saved in:
7
Cross-market volatility index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
42
(
2015
),
pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
Saved in:
8
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
9
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
10
Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
39
(
2017
),
pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
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