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Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10010492635
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Hoarding of reserves in the banking industry : explaining the African paradox
Tamini, Arnaud; Petey, Joël - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 214-225
Persistent link: https://www.econbiz.de/10012656286
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The association between financial market volatility and banking market structure
Crimmel, Jeremy; Elyasiani, Elyas - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 335-349
Persistent link: https://www.econbiz.de/10013258503
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The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
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Alternative econometric implementations of multi-factor models of the US financial markets
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - In: The quarterly review of economics and finance : journal … 53 (2013) 2, pp. 87-111
Persistent link: https://www.econbiz.de/10009745249
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Fed's unconventional monetary policy and risk spillover in the US financial markets
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 42-52
Persistent link: https://www.econbiz.de/10012431140
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Testing the stabilization hypothesis in the UK short-term interest rates : evidence from a GARCH-X model
Staikouras, Sotiris K. - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 169-189
Persistent link: https://www.econbiz.de/10003334661
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Uncovering equity market contagion among BRICS countries : an application of the multivariate GARCH model
Bonga-Bonga, Lumengo - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 36-44
Persistent link: https://www.econbiz.de/10012034396
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A re-examination of firm, industry and market volatilities
Lebedinsky, Alex; Wilmes, Nicholas - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 113-120
Persistent link: https://www.econbiz.de/10012034433
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Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202
Persistent link: https://www.econbiz.de/10012035042