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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
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International cross-listing : a theoretical and empirical analysis
Freedman, Ruth Janine - 1991
Persistent link: https://www.econbiz.de/10000950200
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Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
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Essays on stock market anomalies and the cross-section of expected returns
Lauterbach, Jochim Georg - 2018
Persistent link: https://www.econbiz.de/10012266083
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Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze
Frenkel, Michael - 1994 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000417736
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The implied volatility term structure of stock index options
Mixon, Scott - In: Journal of empirical finance 14 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
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Essays on international capital flows, exchange rates, and monetary policy
Di Giovanni, Julian - 2004
Persistent link: https://www.econbiz.de/10003550308
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...
Persistent link: https://www.econbiz.de/10003983206