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~isPartOf:"Economics and finance working paper series"
~subject:"Börsenkurs"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Volatility"
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Volatility
46
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Caporale, Guglielmo Maria
10
Spagnolo, Nicola
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Economics and finance working paper series
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Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
3
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
4
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
5
The spillovers between the Russian and other Asian and European stock markets a multivariate GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Abilov, Nurdaulet
-
2017
Persistent link: https://www.econbiz.de/10011893082
Saved in:
6
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
7
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
8
Trader type effects on the volatility-volume relationship : evidence from the KOSPI 200 index futures market
Kartsaklas, Aris
-
2013
Persistent link: https://www.econbiz.de/10009767838
Saved in:
9
Long run dependencies in stock volatility and trading volume
Kartsaklas, Aris
;
Karanasos, Menelaos
-
2013
Persistent link: https://www.econbiz.de/10009767839
Saved in:
10
Derivatives trading and the volume : volatility link in the Indian stock market
Bhaumik, Sumon Kumar
;
Karanasos, Menelaos
;
Kartsaklas, A.
-
2013
Persistent link: https://www.econbiz.de/10009767846
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