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ECONIS (ZBW)
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1
Wavelet coherence analysis of returns,
volatility
and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.
;
Lapshina, Kseniya A.
;
Maiti, Moinak
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
Saved in:
2
An inverted U-shaped crude oil price return-implied
volatility
relationship
Agbeyegbe, Terence D.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 28-45
Persistent link: https://www.econbiz.de/10011498314
Saved in:
3
Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
;
Shabi, Sarosh
- In:
International review of financial analysis
41
(
2015
),
pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
Saved in:
4
A bivariate high-frequency-based
volatility
model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
5
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a
volatility
impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
6
Crude oil price
volatility
and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
7
International correlation asymmetries : frequent-but-small and infrequent-but-large equity returns
Solnik, Bruno
;
Thaisiri Watewai
- In:
Review of asset pricing studies
6
(
2016
)
2
,
pp. 221-260
Persistent link: https://www.econbiz.de/10011734576
Saved in:
8
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
9
Forecasting stock return
volatility
: a comparison of GARCH, implied
volatility
, and realized
volatility
models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
10
Stock market integration and
volatility
spillovers : new evidence from
Asia
-Pacific and European markets
Guru, Biplab Kumar
;
Yadav, Inder Sekhar
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 186-211
Persistent link: https://www.econbiz.de/10014232423
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