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Volatility in Asian stock markets and global financial crisis

Singhania, Monica; Anchalia, Jugal - In: Journal of advances in management research : JAMR 10 (2013) 3, pp. 333-351

Persistent link: https://www.econbiz.de/10010206641

Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises

Belhassine, Olfa - In: Research in international business and finance 53 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012548919

Volatility and asymmetric dependence in Central and East European stock markets

Joseph, Nathan Lael; Vo, Thi Thuy Anh; Mobarek, Asma; … - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1241-1303

Persistent link: https://www.econbiz.de/10012304151

Forecasting inflation uncertainty in the United States and Euro area

Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476

Persistent link: https://www.econbiz.de/10012134205

Volatility in EMU sovereign bond yields : permanent and transitory components

Sosvilla-Rivero, Simón; Morales Zumaquero, Amalia - In: Applied financial economics 22 (2012) 16/18, pp. 1453-1464

Persistent link: https://www.econbiz.de/10009626055

Volatility in EMU sovereign bond yields : permanent and transitory components

Sosvilla-Rivero, Simón; Morales Zumaquero, Amalia - 2011

Persistent link: https://www.econbiz.de/10009684363

Volatility in EMU Sovereign Bond Yields : Permanent and Transitory Components

Sosvilla-Rivero, Simon; Morales-Zumaquero, Amalia - 2011

This paper explores the evolving relationship in the volatility of sovereign yields in the European Economic and …-2010 period. In a first step, we decompose volatility in permanent and transitory components using Engel and Lee (1999)'s … bond-yield volatility than shocks to the underlying fundamentals. In a second step, we develop a correlation and causality …

Persistent link: https://www.econbiz.de/10014182639