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Temporary ban on short positions and financial market volatility : evidence from the Madrid Stock Market
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics letters 22 (2015) 10/12, pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
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Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert; Maderitsch, Robert - In: Journal of banking & finance 47 (2014), pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
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Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa; Karamti, Chiraz - In: Energy economics 102 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
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Volatility spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.; Malik, Farooq - In: Global finance journal 29 (2016), pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
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Volatility spillover effect between stock and exchange rate in oil exporting countries
Mikhaylov, Alexey Yurievich - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 321-326
Persistent link: https://www.econbiz.de/10011881390
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Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; … - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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Long memory in log-range series : do structural breaks matter?
Chatzikonstanti, Vasiliki; Venetis, Ioannis A. - In: Journal of empirical finance 33 (2015), pp. 104-113
Persistent link: https://www.econbiz.de/10011556856
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The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha - In: Quantitative finance and economics 7 (2023) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
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High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan; Nolte, Ingmar; Nolte, Sandra - In: Journal of economic dynamics & control 124 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
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Dynamic spillovers between Nigerian, South African and international equity markets
Fowowe, Babajide; Shuaibu, Mohammed Isa - In: International economics : a journal published by CEPII … 148 (2016), pp. 59-80
Persistent link: https://www.econbiz.de/10011669827