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Fourth moment structure of markov switching multivariate GARCH models

Cavicchioli, Maddalena - In: Journal of financial econometrics 19 (2021) 4, pp. 565-582

Persistent link: https://www.econbiz.de/10012654989

Forward-backward-looking monetary policy rules : derivation and empirics

Rashid, Abdul; Waheed, Farah - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10012587116

An empirical characterization of volatility dynamics in the DAX

Virla, Leonardo Quero - 2021

This paper addresses stock market volatility in Germany between 1991 and 2018. Through a GARCH model with leverage term …, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model … where potential economic determinants are analyzed. The results suggest that stock market volatility in Germany reached its …

Persistent link: https://www.econbiz.de/10012629944

Empirical evidence of the monetary approach to the exchange rate determinants under a fully flexible regime : the case of Mexico

Gallegos-David, Alberto; Lorenzo-Valdes, Arturo; Trejo … - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 35-57

Persistent link: https://www.econbiz.de/10013256803

Scaling by the square-root-of-time rule : an empirical investigation using five market indexes

Cameron, James; Gulati, Chandra M.; Lin, Yan-xia - In: Journal of risk 19 (2016) 2, pp. 61-80

Persistent link: https://www.econbiz.de/10013177083

Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices

Leung, Tim; Zhao, Theodore - In: International journal of financial engineering 9 (2022) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10013188765

Interaction effect of capital controls and macroeconomic policies

Zehri, Chokri - In: Economic papers 41 (2022) 1, pp. 15-33

Persistent link: https://www.econbiz.de/10013190760

Political heterogeneity, subjective optimism, and stock market outcomes

Bonaparte, Yosef; Christie-David, Rohan; Koslowsky, David - In: Applied economics 54 (2022) 13, pp. 1487-1506

Persistent link: https://www.econbiz.de/10012875387

Predicting bitcoin prices : ANN approach

Gopal, Naresh; Senthilkumar, K. S. - In: International journal of electronic finance : IJEF 10 (2020) 1/2, pp. 67-78

Persistent link: https://www.econbiz.de/10012509280

Money laundering risk in developing and transitive economies : analysis of cyclic component of time series

Levchenko, Valentyna; Boyko, Anton; Bozhenko, Victoria; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 20 (2019), pp. 492-508

volatility and persistence using the Hurst exponent. We determined the peaks, downturns and duration of the money laundering …

Persistent link: https://www.econbiz.de/10012221542