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QR-GARCH-M model for risk-retu...
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1
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
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2
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
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3
Recession fears as self-fulfilling prophecis? : influence on stock returns and output
Powell, John Gregory
;
Sirimon Treepongkaruna
- In:
Australian journal of management
37
(
2012
)
2
,
pp. 231-260
Persistent link: https://www.econbiz.de/10009630164
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4
Do stock market trading activities forecast recessions?
Chatterjee, Ujjal K.
- In:
Economic modelling
59
(
2016
),
pp. 370-386
Persistent link: https://www.econbiz.de/10011647870
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5
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
6
Predicting US recessions with stock market illiquidity
Chen, Shiu-sheng
;
Chou, Yu-Hsi
;
Yen, Chia-Yi
- In:
The B.E. journal of macroeconomics
16
(
2016
)
1
,
pp. 93-123
Persistent link: https://www.econbiz.de/10011508569
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7
The impact of ESG news on the volatility of the Portuguese stock market : does it change during recessions?
Zanatto, Cássio
;
Catalão-Lopes, Margarida
;
Pina, …
- In:
Business strategy and the environment
32
(
2023
)
8
,
pp. 5821-5832
Persistent link: https://www.econbiz.de/10014466821
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8
Forecasting the direction of the US stock market with dynamic binary probit models
Nyberg, Henri
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 561-578
Persistent link: https://www.econbiz.de/10009247405
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9
Predicting the direction of US stock markets using industry returns
Pönkä, Harri
-
2014
Persistent link: https://www.econbiz.de/10010413721
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10
Forecasting the direction of the US stock market with dynamic binary probit models
Nyberg, Henri
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003723851
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