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~isPartOf:"Economic modelling"
~language:"ell"
~language:"eng"
~subject:"Volatility"
~type:"article"
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61
Returns and volume : frequency connectedness in cryptocurrency markets
Fousekis, Panajiotis
;
Tzaferi, Dimitra
- In:
Economic modelling
95
(
2021
),
pp. 13-20
Persistent link: https://www.econbiz.de/10012695625
Saved in:
62
Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
63
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
64
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
65
Social media sentiment, model uncertainty, and volatility forecasting
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Economic modelling
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012796577
Saved in:
66
Volatility spillovers between food and fuel markets : do administrative regulations affect the transmission?
An, Henry
;
Qiu, Feng
;
Rude, James
- In:
Economic modelling
102
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012796579
Saved in:
67
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
68
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
69
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
70
Diversification and optimal hedges for socially responsible investment in Brazil
Iglesias Casal, Ana
;
López Penabad, María Celia
; …
- In:
Economic modelling
85
(
2020
),
pp. 106-118
Persistent link: https://www.econbiz.de/10012210615
Saved in:
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