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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~subject:"GARCH"
~subject:"Welt"
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GARCH
Welt
Volatility
345
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257
volatility
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85
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Onour, Ibrahim
3
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2
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217
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ECONIS (ZBW)
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RePEc
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1
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
2
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
3
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
4
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
5
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
6
How did gold prices respond to the COVID-19 pandemic?
Paramati, Sudharshan Reddy
;
Shamsabadi, Hussein Abedi
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2987-2993
Persistent link: https://www.econbiz.de/10014414121
Saved in:
7
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
8
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
9
Bitcoin, gold, and the VIX : short- and long-term effects of economic policy uncertainty
Hernandez, Jose Arreola
;
Hasan, Mohammad Zahid
;
McIver, Ron
- In:
Applied economics letters
30
(
2023
)
6
,
pp. 761-765
Persistent link: https://www.econbiz.de/10013553970
Saved in:
10
All the frequencies matter in the Bitcoin market : an efficiency analysis
Vidal-Tomás, David
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 212-218
Persistent link: https://www.econbiz.de/10012803487
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