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Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory - In: Journal of economics & business 50 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
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The nonlinear dynamics of stock prices
Shively, Philip A. - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 505-517
Persistent link: https://www.econbiz.de/10001782543
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Asymmetrical reaction to US stock-return news : evidence from major stocks markets based on a double-threshold model
Chen, Cathy W. S.; Chiang, Thomas C.; So, Mike Ka-pui - In: Journal of economics & business 55 (2003) 5/6, pp. 487-502
Persistent link: https://www.econbiz.de/10001804355
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Exchange controls and European stock market integration
Chelley-Steeley, Patricia L. - In: Applied economics 30 (1998) 2, pp. 263-267
Persistent link: https://www.econbiz.de/10001241352
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Oil shock transmission to stock market returns : wavelet-multivariate Markov switching GARCH approach
Jammazi, Rania - In: Energy : the international journal ; technologies, … 37 (2012) 1, pp. 430-454
Persistent link: https://www.econbiz.de/10009489042
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Oil Shock Transmission to Stock Market Returns : Wavelet-Multivariate Markov Switching GARCH Approach
Jammazi, Rania - 2011
developed countries (USA, UK, Japan, Germany and Canada). First, we analyze whether shocks and or volatility emanating from two …
Persistent link: https://www.econbiz.de/10013132614
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Empirical Studies on Volatility in International Stock Markets
Hol, Eugenie M. J. H. - 2003
and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application …
Persistent link: https://www.econbiz.de/10013520213
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.; Palardy, Joseph - In: Journal of international financial markets, … 17 (2007) 5, pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
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The risk return relationship : evidence from index return and realised variance series
Yang, Minxian - 2014
Persistent link: https://www.econbiz.de/10010349309