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The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test
Bahloul, Walid; Balcilar, Mehmet; Cuñado Eizaguirre, Juncal - In: Journal of multinational financial management 45 (2018), pp. 52-71
Persistent link: https://www.econbiz.de/10012055774
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Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
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The effects of markets, uncertainty and search intensity on bitcoin returns
Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: International review of financial analysis 63 (2019), pp. 220-242
Persistent link: https://www.econbiz.de/10012207452
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Market volatility, liquidity shocks, and stock returns : worldwide evidence
Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: Pacific-Basin finance journal 49 (2018), pp. 164-199
Persistent link: https://www.econbiz.de/10012117692
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Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
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Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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What drives European football clubs' stock returns and volatility?
Gimet, Celine; Montchaud, Sandra - In: International journal of the economics of business 23 (2016) 3, pp. 351-390
Persistent link: https://www.econbiz.de/10011641012
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Fitting the Nigeria stock market return series using GARCH models
Usman, U.; Auwal, H. M.; Abdulmuhyi, M. A. - In: Theoretical economics letters 7 (2017) 7, pp. 2159-2176
Persistent link: https://www.econbiz.de/10011785913
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Asymmetric momentum threshold effect of copper futures returns on spot returns volatility in London metals exchange under high volatility
Goo, Yeong-Jia; Chen, Chih Chang - In: Modern economy 11 (2020) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10012423885
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Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre; Rodriguez, Gabriel - 2020
Persistent link: https://www.econbiz.de/10012435636