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81
Why are US stocks more volatile?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2011
Persistent link: https://www.econbiz.de/10008906638
Saved in:
82
Long-run price behaviour of equity REITs : become more like common stocks after the early 1990s?
Lee, Ming-long
;
Chiang, Kevin
- In:
Journal of property investment & finance
28
(
2010
)
6
,
pp. 454-465
Persistent link: https://www.econbiz.de/10008906769
Saved in:
83
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
-
2010
Persistent link: https://www.econbiz.de/10003996351
Saved in:
84
Volatility
spillovers between the US and China stock markets : structural break test with symmetric and asymmetric GARCH approaches
Moon, Gyu-hyen
;
Yu, Wei-choun
- In:
Global economic review
39
(
2010
)
2
,
pp. 129-149
Persistent link: https://www.econbiz.de/10003997793
Saved in:
85
Crashes,
volatility
, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
- In:
The review of economics and statistics
92
(
2010
)
2
,
pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
Saved in:
86
Measuring the stability of a dynamic system : the case of the stock market turmoil 2007 - 2008
Bask, Mikael
;
Widerberg, Anna
-
2010
;
Volatility
…
Persistent link: https://www.econbiz.de/10008779146
Saved in:
87
Risk, uncertainty and monetary policy
Bekaert, Geert
;
Hoerova, Marie
;
Lo Duca, Marco
-
2010
Persistent link: https://www.econbiz.de/10008807668
Saved in:
88
Asymmetric
volatility
spillovers between stock market and real activity : evidence from the UK and the US
Giannellis, Nikolaos
;
Kanas, Angelos
;
Papadopoulos, …
- In:
Panoeconomicus
57
(
2010
)
4
,
pp. 429-445
Persistent link: https://www.econbiz.de/10008823144
Saved in:
89
Econometric analysis of international financial markets
Dimpfl, Thomas
-
2010
Persistent link: https://www.econbiz.de/10008856799
Saved in:
90
Using volume to forecast stock market
volatility
around the time of the 1929 crash
Ewing, Bradley T.
;
Thompson, Mark A.
;
Yanochik, Mark A.
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1123-1128
Persistent link: https://www.econbiz.de/10003590546
Saved in:
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