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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH model"
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Discussion paper / Centre for Economic Policy Research
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
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2
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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3
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
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4
Examining the effects of news and media sentiments on volatility and correlation : evidence from the UK
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
El-Nader, …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 280-297
Persistent link: https://www.econbiz.de/10013258478
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5
The determinants of co-movement dynamics between sukuk and conventional bonds
Hassan, M. Kabir
;
Paltrinieri, Andrea
;
Dreassi, Alberto
; …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 73-84
Persistent link: https://www.econbiz.de/10012034513
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6
Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis
Maghyereh, Aktham I.
;
Awartani, Basel
;
Hilu, Khalil Al
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 123-138
Persistent link: https://www.econbiz.de/10011574365
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7
Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
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8
Risk and return in the Tehran stock exchange
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 238-256
Persistent link: https://www.econbiz.de/10010239560
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