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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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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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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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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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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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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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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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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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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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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