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Does investor attention matter? : the attention-return relationships in FX markets

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Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries

Nonejad, Nima - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20

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Asymmetric exchange rate pass-through and sectoral stock price indices : evidence from Turkey

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Multifractal characteristics in maritime economics volatility

Chen, Feier; Tian, Kang; Ding, Xiaoxu; Li, Tingyi; … - In: International journal of transport economics : IJTE 44 (2017) 3, pp. 365-380

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What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach

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Crude oil price volatility and equity return predictability : a comparative out-of-sample study

Nonejad, Nima - In: International review of financial analysis 71 (2020), pp. 1-18

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Intraday realised volatility forecasting and announcements

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Exploring the resilience of crude oil market via nonlinear dynamics and wavelet-based analysis : an international experience

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Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad

Valachy, Juraj; Evžen Ko?enda - William Davidson Institute, University of Michigan - 2003

analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a … exchange rate volatility: squared returns parametric model and GARCH. Both methods provide identical results for the currencies … of the Visegrad group: an increase in volatility after a floating exchange rate regime was introduced. The case of the …

Persistent link: https://www.econbiz.de/10005207889