Narrow search
Showing 11 - 20 of 289,763
Cover Image
Growth volatility indices
Fiaschi, Davide; Lavezzi, Andrea Mario - In: The complex networks of economic interactions : essays …, (pp. 37-59). 2005
Persistent link: https://www.econbiz.de/10003253878
Cover Image
An empirical analysis of growth volatility : a Markov chain approach
Fiaschi, Davide; Lavezzi, Andrea Mario - In: New tools of economic dynamics, (pp. 319-334). 2005
Persistent link: https://www.econbiz.de/10003029137
Cover Image
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun - In: International journal of finance & economics : IJFE 3 (1998) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10001246071
Cover Image
Essays on asset prices and macroeconomic fundamentals
Chen, Wenjuan - 2013
Persistent link: https://www.econbiz.de/10010222480
Cover Image
Is the ESG portfolio less turbulent than a market benchmark portfolio?
Ouchen, Abdessamad - In: Risk management : an international journal 24 (2022) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10013163583
Cover Image
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling; Zhou, Zhongbao; Jiang, Yong; Ou, Yangchen - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Cover Image
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu; Yang, Xiaoming; Li, Fuxing - In: Energy economics 87 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Cover Image
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan; … - In: Energy economics 88 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Cover Image
Revisiting portfolio flows : exchange rate nexus in emerging markets : a Markov Regime Switching MGARCH approach
Aydoğan, Berna; Vardar, Gülin; Yelkenci, Tezer - In: Macroeconomics and finance in emerging market economies 14 (2021) 3, pp. 219-240
Persistent link: https://www.econbiz.de/10012649576
Cover Image
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola; Shahzad, Syed Jawad Hussain; … - In: Energy economics 107 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013202566