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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
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:
4
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:
5
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
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6
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
7
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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8
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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9
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
10
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
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11
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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12
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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13
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
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14
Does FDI increase labour market volatility at home?
Ashraf, Ayesha
;
Chaudhry, Muhammad Umar
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1944-1948
Persistent link: https://www.econbiz.de/10013412339
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15
Monetary policy shocks identified using the entire yield curve : an alternative approach
Jang, Woon Wook
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2020-2031
Persistent link: https://www.econbiz.de/10013552915
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16
Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
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17
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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18
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
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19
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
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20
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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21
Time-varying ARFIMA-GARCH model with symmetric thresholds : applications to inflation
Tan, Zhengxun
;
Liu, Juan
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 373-377
Persistent link: https://www.econbiz.de/10012485002
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22
Does investor sentiment affect stock price crash risk?
Cui, Huijie
;
Zhang, Yanan
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 564-568
Persistent link: https://www.econbiz.de/10012205732
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23
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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24
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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25
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
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26
The effect of output growth volatility on output growth : empirical evidence from Turkey
Ülke, Volkan
;
Varlik, Serdar
;
Berument, Hakan
- In:
Applied economics letters
26
(
2019
)
6
,
pp. 522-531
Persistent link: https://www.econbiz.de/10012204262
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27
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
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28
The expectations hypothesis of the term structure of interest rates : the Brazilian case revisited
Caldeira, João F.
;
Smaniotto, Emanuelle N.
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 633-637
Persistent link: https://www.econbiz.de/10012204293
Saved in:
29
Heterogeneity of farm loan packaging term decisions : a finite mixture approach
Dhakal, Chandra K.
;
Escalante, Cesar L.
;
Dodson, Charles B.
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1528-1532
Persistent link: https://www.econbiz.de/10012204835
Saved in:
30
Asymmetric effect of margin-trading activities on price crashes : evidence from Chinese stock market
Lv, Dayong
;
Ruan, Qingsong
- In:
Applied economics letters
25
(
2018
)
13
,
pp. 900-904
Persistent link: https://www.econbiz.de/10012131120
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31
A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
Saved in:
32
The effects of exchange rate volatility on exports : evidence from Armenia
Barseghyan, Gayane
;
Hambardzumyan, Hayk
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
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33
Why you should use high frequency data to test the impact of exchange rate on trade
Shaar, Karam
;
Khaled, Mohammed S.
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1292-1295
Persistent link: https://www.econbiz.de/10012135386
Saved in:
34
Exchange rate pass-through in the Asian countries : does inflation volatility matter?
Soon, Siew-Voon
;
Baharumshah, Ahmad Zubaidi
;
Wohar, Mark E.
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 309-312
Persistent link: https://www.econbiz.de/10011854492
Saved in:
35
The "real" explanation of the PPP puzzle
Ford, Nicholas
;
Horioka, Charles
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 325-328
Persistent link: https://www.econbiz.de/10011704598
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36
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
37
Stock market uncertainty and interest rate behaviour : a panel GARCH approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 732-735
Persistent link: https://www.econbiz.de/10011714175
Saved in:
38
Real exchange rates : are they dominated by fundamental factors?
Skorepa, Michal
;
Komárek, Luboš
- In:
Applied economics letters
24
(
2017
)
19
,
pp. 1389-1392
Persistent link: https://www.econbiz.de/10011852635
Saved in:
39
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
40
Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
Saved in:
41
On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
Saved in:
42
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
43
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
Saved in:
44
What are returns outside trading hours capturing for volatility of individual stocks?
Wang, Xunxiao
;
Diao, Xundi
;
Chen, Yixiang
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1121-1124
Persistent link: https://www.econbiz.de/10011701633
Saved in:
45
Public reaction to stock market volatility : evidence from the ATUS
Payne, Patrick
;
Browning, Chris
;
Kalenkoski, Charlene
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1197-1200
Persistent link: https://www.econbiz.de/10011701845
Saved in:
46
Temporary ban on short positions and financial market volatility : evidence from the Madrid Stock Market
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
Saved in:
47
"Leverage Effect" in country betas and volatilities?
Synyavska, Alina
;
Ülkü, Numan
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 848-853
Persistent link: https://www.econbiz.de/10011286056
Saved in:
48
Portuguese stock market returns and oil price variations
Marques, Sebastião Messias
;
Catalão-Lopes, Margarida
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 515-520
Persistent link: https://www.econbiz.de/10010528817
Saved in:
49
Event-study volatility and bootstrapping : an international study
Essaddam, Naceur
;
Mnasri, Ayman
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
Saved in:
50
Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios
;
Siriopoulos, Costas
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
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