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Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991
Persistent link: https://www.econbiz.de/10000827421
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Common trends and common cycles
Vahid, Farshid; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841625
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Hourly volatility spillovers between international equity markets
Susmel, Raul; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841632
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Common volatility in international equity markets
Engle, Robert F.; Susmel, Raul - 1992
Persistent link: https://www.econbiz.de/10000841634
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1992
Persistent link: https://www.econbiz.de/10000841638
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A long memory property of stock market returns and a new model
Ding, Zhuanxin; Granger, C. W. J.; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841643
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Where does the meteor shower come from? : the role of stochastic policy coordination
Itō, Takatoshi; Engle, Robert F.; Lin, Wen-ling Tsai - 1990
Persistent link: https://www.econbiz.de/10000803369
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Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien; Engle, Robert F.; Kane, Alex - 1991
Persistent link: https://www.econbiz.de/10000811503
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Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000812958