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Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong; Zhang, Jiarui; Lv, Dayong - In: Applied economics 56 (2024) 13, pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - In: Journal of banking & finance 155 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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Do negative and positive equity returns share the same volatility dynamics?
Palandri, Alessandro - In: Journal of banking & finance 58 (2015), pp. 486-505
Persistent link: https://www.econbiz.de/10011544048
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High frequency trading and end-of-day price dislocation
Aitken, Michael J.; Cumming, Douglas J.; Zhan, Feng - In: Journal of banking & finance 59 (2015), pp. 330-349
Persistent link: https://www.econbiz.de/10011544576
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Time-varying international stock market interaction and the identification of volatility signals
Strohsal, Till; Weber, Enzo - In: Journal of banking & finance 56 (2015), pp. 28-36
Persistent link: https://www.econbiz.de/10011488567
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How is β related to asset returns?
Bollen, Bernard; Gharghori, Philip - In: Applied economics 48 (2016) 19/21, pp. 1925-1935
Persistent link: https://www.econbiz.de/10011590029
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An information theoretic analysis of stock returns, volatility and trading volumes
Ong, Marcus Alexander - In: Applied economics 47 (2015) 34/36, pp. 3891-3906
Persistent link: https://www.econbiz.de/10011294307
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao; Li, Junye - In: Journal of banking & finance 101 (2019), pp. 21-36
Persistent link: https://www.econbiz.de/10012162590