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The impact of the day-of-the-week on the VIX fear gauge

Qadan, Mahmod - In: International journal of economic perspectives : IJEP 7 (2013) 2, pp. 24-31

Persistent link: https://www.econbiz.de/10011586397

The relationship between the volatility of returns and the number of jumps in financial markets

Cartea, Álvaro; Karyampas, Dimitrios - In: Econometric reviews 35 (2016) 5/7, pp. 929-950

Persistent link: https://www.econbiz.de/10011590735

Facts and fantasies about gold

Klement, Joachim - In: Journal of risk & control 1 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010509214

Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises

Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392

Persistent link: https://www.econbiz.de/10010492635

The VIX, the variance premium and stock market volatility

Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192

Persistent link: https://www.econbiz.de/10010506065

Volatility, distress risk, and the cross-section of portfolio returns

Sabbaghi, Omid - In: Review of accounting & finance 14 (2015) 2, pp. 149-171

Persistent link: https://www.econbiz.de/10011308963

Dynamic stock-bond return correlations and financial market uncertainty

Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88

Persistent link: https://www.econbiz.de/10011333137

US stock market uncertainty and cross-market European stock returns

Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14

Persistent link: https://www.econbiz.de/10011297727

How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index

Wang, Jying-Nan; Hsu, Yuan-Teng; Liu, Hung-Chun - In: International journal of economics and financial issues … 4 (2014) 3, pp. 651-656

Persistent link: https://www.econbiz.de/10010526918

Stylized patterns in implied volatility indices and stock market returns : a cross country analysis across developed and emerging markets

Pathak, Jalaj; Deb, Soumya Guha - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

(VIX) and stock market returns, with data from 15 countries representing both developed and emerging economies.1 We also …. Design/Methodology/Approach: We use daily time series data between January 2013 to July 2019, on VIX and stock index from … these countries and employ regression and causality models to explore the nature of the relationship between VIX and stock …

Persistent link: https://www.econbiz.de/10012219567