Similar Search Results

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

Impact of exchange rate volatility on the US exports : a new evidence from multiple threshold nonlinear ARDL model

Chang, Bisharat Hussain; Rajput, Suresh Kumar Oad; … - In: Journal of international commerce, economics and policy 10 (2019) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10012109963

Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic …. For the USA, daily spot and futures prices are available for crude oil and coal, but there are no daily spot or futures … causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test …

Persistent link: https://www.econbiz.de/10011658757

Intra-day realized volatility for European and USA Stock indices

Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41

Persistent link: https://www.econbiz.de/10011714562

The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan

Chan, Chia-Ying; Peretti, Christian de; Wang, Ming-Chun; … - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 700-733

Persistent link: https://www.econbiz.de/10011779396

Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

Persistent link: https://www.econbiz.de/10011965722

Exchange rate volatility : asymmetric affects

Dobãno, Lucy Amigo - In: The journal of applied business research 19 (2003) 3, pp. 53-63

Persistent link: https://www.econbiz.de/10001797164

Do inflation-linked bonds still diversity?

Brière, Marie; Signori, Ombretta - In: European financial management : the journal of the … 15 (2009) 2, pp. 279-297

Persistent link: https://www.econbiz.de/10003824391