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1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
Saved in:
3
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
4
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
5
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
6
How does oil price volatility affect unemployment rates? : a dynamic stochastic general equilibrium model
Chan, Ying Tung
;
Dong, Yilin
- In:
Economic modelling
114
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013367576
Saved in:
7
Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
Saved in:
8
Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
9
The time-varying effect of inflation uncertainty on inflation for Turkey
Varlik, Serdar
;
Ulke, Volkan
;
Berument, Hakan
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 961-967
Persistent link: https://www.econbiz.de/10011715166
Saved in:
10
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
11
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
12
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
13
Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
;
Zaman, Khalid
; …
- In:
Economic modelling
35
(
2013
),
pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
Saved in:
14
Nonlinear relationship between inflation and inflation uncertainty in Taiwan
Chen, Shyh-wei
;
Shen, Chung-hua
;
Xie, Zixiong
- In:
Applied economics letters
13
(
2006
)
8
,
pp. 529-533
Persistent link: https://www.econbiz.de/10003348054
Saved in:
15
The relationship between economic growth and real uncertainty in the G3
Fountas, Stilianos
;
Karanasos, Menelaos
- In:
Economic modelling
23
(
2006
)
4
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003353913
Saved in:
16
Price thresholds, price volatility, and the private costs of investment in a developing country grain market
Shively, Gerald E.
- In:
Economic modelling
18
(
2001
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10001592782
Saved in:
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