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Testing explosive bubbles with time-varying volatility : the case of the Spanish public debt, 1850-2021

Esteve García, Vicente; Prats Albentosa, María Asuncíon - 2022

procedures to test for explosive bubbles under the presence of time-varying volatility (Harvey, Leybourne, Sollis and Taylor … unconditional volatility in the underlying error process was assumed. …

Persistent link: https://www.econbiz.de/10015069806

Volatility in International Sovereign Bond Markets : the role of government policy responses to the COVID-19 pandemic

Zaremba, Adam; Kizys, Renatas; Aharon, David Y. - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014633401

The effect of policy uncertainty on the volatility of bitcoin

Mahjoubi, Manel; Henchiri, Jamel Eddine - In: Journal of financial economic policy 16 (2024) 4, pp. 429-441

Persistent link: https://www.econbiz.de/10015069893

Volatility spillovers and nexus among agridex and non-agri indexes in Indian commodity markets

Reddy, P. Lakshminarasa; Visalakshmi, S. - In: International journal of services, economics and management 15 (2024) 3, pp. 324-341

Persistent link: https://www.econbiz.de/10015069895

The impact of the European insider trading and market manipulation regulation on the volatility and abnormal returns of the stock market in Poland

Kudła, Janusz; Gajus, Barbara - In: Eurasian economic review : a journal in applied … 14 (2024) 2, pp. 255-273

Persistent link: https://www.econbiz.de/10015069937

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to …

Persistent link: https://www.econbiz.de/10011978764

From volatility to stability : understanding the role of macroeconomic factors in sovereign CDS spreads

Alqaralleh, Huthaifa - In: Eurasian economic review : a journal in applied … 14 (2024) 3, pp. 665-707

Persistent link: https://www.econbiz.de/10015070264

Energy profile and oil shocks : a dynamic analysis of their impact on stock markets

Ziadat, Salem Adel; Maghyereh, Aktham I. - In: Eurasian economic review : a journal in applied … 14 (2024) 3, pp. 757-780

Persistent link: https://www.econbiz.de/10015070267