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Essays in macroeconomics and finance
Sahin, Cenkhan - 2018
Persistent link: https://www.econbiz.de/10011914661
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Essays on macroeconomics and finance
Baek, Seungjun - 2015
Persistent link: https://www.econbiz.de/10012509184
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Essays in macroeconomics and finance
Jurado, Kyle - 2015
Persistent link: https://www.econbiz.de/10012509268
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Essays in macroeconomics and finance
Cavallino, Paolo - 2015
Persistent link: https://www.econbiz.de/10012511506
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Essays in macroeconomics and finance
Sydow, Matthias - 2009
Persistent link: https://www.econbiz.de/10003840762
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Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 95 (2021), pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
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Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sébastien; Ziemba, William T. - In: International journal of forecasting 31 (2015) 2, pp. 399-425
Persistent link: https://www.econbiz.de/10011474134
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Volatility risk and stock return predictability on global financial crises
Kongsilp, Worawuth; Mateus, Cesario - In: China finance review international 7 (2017) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10011797740
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Volatility Risk and Stock Return Predictability on Global Financial Crises
Kongsilp, Worawuth - 2016
This paper investigates the role of volatility risk on stock return predictability specified on two global financial crises: the dot-com bubble and recent financial crisis. Using a broad sample of stock options traded at the American Stock Exchange and the Chicago Board Options Exchange (CBOE)...
Persistent link: https://www.econbiz.de/10012999962
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Macrofinancial risk analysis
Gray, Dale F.; Malone, Samuel W. - 2008
Persistent link: https://www.econbiz.de/10003528075