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Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica - In: Applied economics letters 30 (2023) 20, pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
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Estimating oil risk factors using information from equity and derivatives markets
Chiang, I-Hsuan Ethan; Hughen, W. Keener; Sagi, Jacob Shimon - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 769-804
Persistent link: https://www.econbiz.de/10010517163
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Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; … - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2045-2084
Persistent link: https://www.econbiz.de/10010489675
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Aggregate jump and volatility risk in the cross-section of stock returns
Cremers, Martijn; Halling, Michael; Weinbaum, David - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 577-614
Persistent link: https://www.econbiz.de/10010517171
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Do cash flows of growth stocks really grow faster?
Chen, Huafeng Jason - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 2279-2330
Persistent link: https://www.econbiz.de/10011764447
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The joint cross section of stocks and options
An, Byeong-Je; Ang, Andrew; Bali, Turan G.; Cakici, Nusret - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
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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
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Modelling the tourism receipt's volatility
Balli, Faruk; Jean-Louis, Rosmy - In: Applied economics letters 22 (2015) 1/3, pp. 110-115
Persistent link: https://www.econbiz.de/10010482050
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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
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Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu; Cui, Hao; Wang, Lu - In: Applied economics letters 30 (2023) 2, pp. 120-125
Persistent link: https://www.econbiz.de/10013553019