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1
Volatility
clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
Daal, Elton
;
Naka, Atsuyuki
;
Yu, Jung-suk
- In:
Journal of banking & finance
31
(
2007
)
9
,
pp. 2751-2769
Persistent link: https://www.econbiz.de/10003572361
Saved in:
2
Pricing Hang Seng Index options around the Asian financial crisis : a GARCH approach
Duan, Jin-Chuan
;
Zhang, Hua
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1989-2014
Persistent link: https://www.econbiz.de/10001617904
Saved in:
3
Is
volatility
clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
4
Bad bad contagion
Londono, Juan M.
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224755
Saved in:
5
Oil
volatility
risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
Saved in:
6
Stock return
volatility
, operating performance and stock returns : international evidence on drivers of the "low
volatility
" anomaly
Dutt, Tanuj
;
Humphrey-Jenner, Mark
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 999-1017
Persistent link: https://www.econbiz.de/10009708722
Saved in:
7
Does interest rate exposure explain the low-
volatility
anomaly?
Driessen, Joost
;
Kuiper, Ivo Theodorus Jacqueline
; …
- In:
Journal of banking & finance
103
(
2019
),
pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
Saved in:
8
The effects of the introduction of the euro on the
volatility
of European stock markets
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of banking & finance
26
(
2002
)
10
,
pp. 2047-2064
Persistent link: https://www.econbiz.de/10001703472
Saved in:
9
Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino
;
Pozzi, Lorenzo
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
Saved in:
10
Market interactions in returns and volatilities between spot and forward shipping freight markets
Kavussanos, Manolis G.
;
Visvikis, Ilias D.
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 2015-2049
Persistent link: https://www.econbiz.de/10002118377
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