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How does liberalization affect emerging stock markets? : theories and empirical evidence

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Time-varying effects of structural fossil energy price shocks and economic policy uncertainty on new energy stock market : new evidence from China

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News sentiment and cryptocurrency volatility

Alp, Elçin Aykaç; Findikci, Mefule - In: Blockchain economics and financial market innovation : …, (pp. 115-140). 2019

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Returns and volatilities of cotton futures markets : impacts of participants' contract positions

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Exploration of industrial risk contagion characteristics and mechanism under geopolitical events : evidence from China

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Currency portfolios and global foreign exchange ambiguity

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Market volatility and the trend factor

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Spillover effects according to classification of cryptocurrency

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Asymmetric and nonlinear comovements of credit default swap and bond markets : evidence from an emerging market

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Invalid proxies and volatility changes

Angelini, Giovanni; Fanelli, Luca; Neri, Luca - 2024

that generate target impulse response functions (IRFs) that change across volatility regimes, even strong, exogenous … properly accounted for. In such cases, it is essential to explicitly incorporate the shifts in unconditional volatility in … and sufficient rank condition that leverages moments implied by changes in volatility, the target IRFs can be point …

Persistent link: https://www.econbiz.de/10014495778