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265
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McMillan, David G.
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ECONIS (ZBW)
265
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265
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1
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
2
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.
;
Wu, Ji
;
Liu, Hong Tao
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
Saved in:
5
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
6
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
7
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
8
Trading activity and Nifty index futures volatility : an empirical analysis
Jena, Sangram Keshari
;
Dash, Ashutosh
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1167-1176
Persistent link: https://www.econbiz.de/10010418929
Saved in:
9
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
10
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
11
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
12
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
13
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
14
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
15
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
16
The reverse volatility asymmetry in Chinese financial market
Wan, Die
;
Cheng, Ke
;
Yang, Xiaoguang
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1555-1575
Persistent link: https://www.econbiz.de/10010460962
Saved in:
17
The role of institutional investors in market volatility during the subprime mortgage crisis
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1529-1536
Persistent link: https://www.econbiz.de/10010460977
Saved in:
18
Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
Saved in:
19
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
20
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
21
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
22
Economic significance of oil price changes on Russian and Chinese stock markets
Soucek, Michael
;
Todorova, Neda
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 561-571
Persistent link: https://www.econbiz.de/10009750705
Saved in:
23
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
24
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
25
The impact of hedging with derivative instruments on reported earnings volatility
Beneda, Nancy
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 165-179
Persistent link: https://www.econbiz.de/10009719015
Saved in:
26
Realized volatility forecasting : empirical evidence from stock market indices and exchange rates
Xiao, Linlan
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 57-69
Persistent link: https://www.econbiz.de/10009719037
Saved in:
27
Volatility links between US industries
Ben Sita, Bernard
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1273-1286
Persistent link: https://www.econbiz.de/10010204736
Saved in:
28
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
29
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
30
Interest rate and stock return volatility indices for the Eurozone : investors' gauges of fear during the recent financial crisis
López, Raquel
;
Navarro, E.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1419-1432
Persistent link: https://www.econbiz.de/10010259391
Saved in:
31
Financial deeping and business cycle volatility in Korea
Hwang, Jinyoung
;
Lee, Jong-Han
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1693-1700
Persistent link: https://www.econbiz.de/10010260182
Saved in:
32
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
33
Examining volatility spillover in Asian REIT markets
Lin, Pin-te
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1701-1705
Persistent link: https://www.econbiz.de/10010336274
Saved in:
34
Inflation targeting and financial market volatility
O'Sullivan, Róisín
;
Tomljanovich, Marc
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 749-762
Persistent link: https://www.econbiz.de/10009624319
Saved in:
35
Estimating volatility from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Saved in:
36
Have leveraged and traditional ETFs impacted the volatility of real estate stock prices?
Curcio, Richard J.
;
Anderson, Randy I.
;
Guirguis, Hany S.
; …
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 709-722
Persistent link: https://www.econbiz.de/10009624327
Saved in:
37
Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
Saved in:
38
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
39
Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
Maghyereh, A.
;
Awartani, B.
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 837-848
Persistent link: https://www.econbiz.de/10009625077
Saved in:
40
The influence of direct cross-straits shipping on the smooth transition dynamics of stock volatilities of shipping companies
Liu, Hsian-hsi
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1331-1342
Persistent link: https://www.econbiz.de/10009625372
Saved in:
41
Financial liberalization, structural breaks and stock market volatility : evidence from South Africa
Ndako, Umar Bida
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1259-1273
Persistent link: https://www.econbiz.de/10009625377
Saved in:
42
Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Khemiri, Rim
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10009625405
Saved in:
43
Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón
;
Morales Zumaquero, Amalia
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
Saved in:
44
Dynamics of time-varying volatility in the dry bulk and tanker freight markets
Drobetz, Wolfgang
;
Richter, Tim
;
Wambach, Martin
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1367-1384
Persistent link: https://www.econbiz.de/10009626151
Saved in:
45
Sentiment changes, stock returns and volatility : evidence from NYSE, AMEX and NASDAQ stocks
Spyrou, Spyros I.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1631-1646
Persistent link: https://www.econbiz.de/10009715951
Saved in:
46
Volatility transmission across stock index futures when there are structural changes in return variance
Huang, Po-kai
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1603-1613
Persistent link: https://www.econbiz.de/10009715953
Saved in:
47
Volatility estimators based on daily price ranges versus the realized range
Todorova, Neda
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 215-229
Persistent link: https://www.econbiz.de/10009419556
Saved in:
48
Realized volatility and jumps in the Athens Stock Exchange
Vortelinos, Dimitrios I.
;
Thomakos, Dimitrios D.
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 97-112
Persistent link: https://www.econbiz.de/10009419567
Saved in:
49
Implied risk aversion and volatility risk premiums
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 59-70
Persistent link: https://www.econbiz.de/10009419575
Saved in:
50
Impact of exchange rate volatility on import flows : the case of Malaysia and the United States
Wong, Yii Siing
;
Ho, Chong Mun
;
Dollery, Brian
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 2027-2034
Persistent link: https://www.econbiz.de/10009719306
Saved in:
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