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Stock market valuation in the United States
Bisciari, Patrick; Durré, Alain; Nyssens, Alain - 2003
Persistent link: https://www.econbiz.de/10001828655
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Stock market valuation in the United States
Bisciari, Patrick; Durré, Alain; Nyssens, Alain - 2003
occasions were the so-called 1929 and 2000 bubbles. The models showed that, at some point in time before the peak in (real …
Persistent link: https://www.econbiz.de/10011622359
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How wacky is the DAX? : the changing structure of German stock market volatility
Stapf, Jelena; Werner, Thomas - 2003
Dieses Arbeitspapier analysiert Veränderungen der Volatilität des Deutschen Aktienindex (DAX) und der in ihm …
Persistent link: https://www.econbiz.de/10011432267
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
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Structural breaks and the normality of stock returns
Bahng, Joshua Seungwook - In: Swiss journal of economics and statistics 140 (2004) 2, pp. 207-227
Persistent link: https://www.econbiz.de/10002086599
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How wacky is the DAX? : The changing structure of German stock market volatility
Stapf, Jelena; Werner, Thomas - 2003
In this paper we investigate the volatility structure of the German stock market index DAX and its constituents. Using a recently developed test, we find a volatility break in 1997. Interestingly, not only is the volatility higher after 1997 but the volatility persistence also increased. That...
Persistent link: https://www.econbiz.de/10001851295
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Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
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Interrelationship between DAX index and four largest Eastern European stock markets
Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 88-103
Persistent link: https://www.econbiz.de/10012021813
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Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423