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31
The relationship between stock returns and
volatility
in the seventeen largest international stock markets : a semi-parametric approach
Dimitriou, Dimitrios
;
Simos, Theodore
- In:
Modern economy
2
(
2011
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10009305794
Saved in:
32
Conditional correlations and
volatility
links among gold, oil and Istanbul Stock Exchange sector returns
Gencer, Hatice Gaye
;
Kilic, Erdem
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 170-182
Persistent link: https://www.econbiz.de/10010520108
Saved in:
33
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
34
Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.
;
Filis, George
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
Saved in:
35
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
36
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
37
The day-of-the-week anomaly in market returns, volume and
volatility
in SAARC countries
Abbas, Sumra
;
Javid, Attiya Yasmin
-
2015
Persistent link: https://www.econbiz.de/10011335025
Saved in:
38
Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market
volatility
during the Subprime Crisis : an empirical investigation
Amanjot Singh
;
Kaur, Parneet
- In:
Journal of academic research in economics
6
(
2014
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
Saved in:
39
Do DOW returns really influence the intraday Spanish stock market behavior?
Miralles-Quirós, José Luis
;
Daza-Izquierdo, Julio
- In:
Research in international business and finance
33
(
2015
),
pp. 99-126
Persistent link: https://www.econbiz.de/10011325882
Saved in:
40
Value-at-Risk analysis in the presence of asymmetry and long memory : the case of Turkish Stock Market
Balibey, Mesut
;
Turkyilmaz, Serpil
- In:
International journal of economics and financial issues …
4
(
2014
)
4
,
pp. 836-848
Persistent link: https://www.econbiz.de/10010528502
Saved in:
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