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Financial market volatility and the world-wide fall in inflation
Gruen, David W. R. - 1995
Persistent link: https://www.econbiz.de/10000956665
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Australian financial market volatility : an exploration of cross-country and cross-market linkages
Kortian, Tro; O'Regan, James - 1996
Persistent link: https://www.econbiz.de/10000956668
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A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
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Modelling high-frequency volatility and liquidity using multiplicative error models
Hautsch, Nikolaus (contributor);  … - 2008
In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as …. Liquidity is causal for future volatility but not vice versa. Furthermore, trade sizes are negatively driven by past trading … ; volatility ; liquidity ; high-frequency data …
Persistent link: https://www.econbiz.de/10003727673
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Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun; Meyer, Renate - In: Econometric reviews 25 (2006) 2/3, pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices
Buhr, Klaus E.; Li, Xiaoming; Rose, Lawrence Craig - 2005
Persistent link: https://www.econbiz.de/10003332229
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Australian evidence on volatility estimation in the context of foreign exchange markets
Hartnett, Neil; Salimsyah, Ernawan Rahmat; Winsen, Joseph K. - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10003791193
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Regulatory change and micro structure effects in SPI futures
Gannon, Gerard L. (contributor); Chang, Chi-ying (contributor) - 2007
Persistent link: https://www.econbiz.de/10003794159
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Output volatility in Australia
Bodman, Philip M. - In: Applied economics 41 (2009) 22/24, pp. 3117-3129
Persistent link: https://www.econbiz.de/10003895115
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.; Vahid, Farshid - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10003410168