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181
Impact of news-based equity market volatility on international stock markets
Alqahtani, Abdullah
;
Wither, Michael J.
;
Dong, Zhankui
; …
- In:
Journal of applied economics
23
(
2020
)
1
,
pp. 224-234
the degree of uncertainty in the U.S. stock market. Using monthly data from December 2001 to August 2018, the
estimation
…
Persistent link: https://www.econbiz.de/10012257091
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182
Regime dependent volatilities and correlation in international securitized real estate markets
Liow, Kim Hiang
;
Ye, Qing
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012031221
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183
Volatility spillovers across European stock markets under the uncertainty of Brexit
Li, Hong
- In:
Economic modelling
84
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
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184
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
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185
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
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186
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
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187
The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying
;
Peretti, Christian de
;
Wang, Ming-Chun
; …
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
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188
Brexit referendum : impact on the exchange rate (Pound/INR)
Chadha, Neetu
;
Jain, Divya
- In:
International journal of business competition and …
7
(
2020
)
2
,
pp. 164-174
Persistent link: https://www.econbiz.de/10012506231
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189
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
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190
Contemporaneous spillover effects between the U.S. and the U.K. equity markets
Finta, Marinela Adriana
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 145-166
Persistent link: https://www.econbiz.de/10011656879
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