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subject:"Volatility"
~isPartOf:"Applied financial economics"
~person:"Alles, Lakshman"
~person:"Brooks, Robert"
~person:"Cavallo, Laura"
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Volatility
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Alles, Lakshman
Brooks, Robert
Cavallo, Laura
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3
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Applied financial economics
International review of economics & finance : IREF
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Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
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2
Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi
;
Cavallo, Laura
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
Saved in:
3
An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman
;
Murray, Louis
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
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