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41
International swap market contagion and
volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
Saved in:
42
Sudden changes in extreme value
volatility
estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
43
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
44
The course of realized
volatility
in the LME non-ferrous metal market
Todorova, Neda
- In:
Economic modelling
51
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011475768
Saved in:
45
Modeling high-frequency
volatility
with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
46
Forecasting the aggregate oil price
volatility
in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
47
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
48
Return transmission and asymmetric
volatility
spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
49
Exchange rate
volatility
and India's cross-border trade : a pooled mean group and nonlinear cointegration approach
Sharma, Chandan
;
Pal, Debdatta
- In:
Economic modelling
74
(
2018
),
pp. 230-246
Persistent link: https://www.econbiz.de/10012101329
Saved in:
50
Volatility
risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
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