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Welt
Volatility
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Lyócsa, Štefan
6
Todorova, Neda
4
Baumöhl, Eduard
3
Molnár, Peter
2
Baur, Dirk G.
1
Bouri, Elie
1
Gernát, Peter
1
Horpestad, Jone B.
1
Jiang, Huayun
1
Košťálová, Zuzana
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Nekhili, Ramzi
1
Olsen, Torbjørn B.
1
Plíhal, Tomáš
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Roca, Eduardo
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Su, Jen-je
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Economic modelling
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Journal of economic dynamics & control
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Research in international business and finance
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ECONIS (ZBW)
10
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1
The asymmetric volatility in the gold market revisited
Todorova, Neda
- In:
Economics letters
150
(
2017
),
pp. 138-141
Persistent link: https://www.econbiz.de/10011765084
Saved in:
2
Agricultural commodity futures trading based on cross-country rolling quantile return signals
Jiang, Huayun
;
Todorova, Neda
;
Roca, Eduardo
;
Su, Jen-je
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1373-1390
Persistent link: https://www.econbiz.de/10012194793
Saved in:
3
Big oil in the transition or Green Paradox? : a capital market approach
Baur, Dirk G.
;
Todorova, Neda
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485525
Saved in:
4
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
5
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
Baumöhl, Eduard
;
Lyócsa, Štefan
- In:
Economic modelling
38
(
2014
),
pp. 175-183
Persistent link: https://www.econbiz.de/10010418125
Saved in:
6
Directional predictability from stock market sector indices to gold : a cross-quantilogram analysis
Baumöhl, Eduard
;
Lyócsa, Štefan
- In:
Finance research letters
23
(
2017
),
pp. 152-164
Persistent link: https://www.econbiz.de/10011808379
Saved in:
7
What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Gernát, Peter
;
Košťálová, Zuzana
;
Lyócsa, Štefan
- In:
Research in international business and finance
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208218
Saved in:
8
Asymmetric volatility in equity markets around the world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
9
Return spillovers around the globe : a network approach
Lyócsa, Štefan
;
Výrost, Tomáš
;
Baumöhl, Eduard
- In:
Economic modelling
77
(
2019
),
pp. 133-146
Persistent link: https://www.econbiz.de/10012198452
Saved in:
10
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Lyócsa, Štefan
;
Molnár, Peter
;
Plíhal, Tomáš
; …
- In:
Journal of economic dynamics & control
119
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503775
Saved in:
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