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Volatility
265
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McMillan, David G.
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492
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482
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467
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416
International review of financial analysis
398
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375
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374
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344
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338
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261
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258
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172
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ECONIS (ZBW)
266
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201
Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole
;
Kutan, Ali Mustafa
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Saved in:
202
Money market operations and short-term interest rate volatility in the United Kingdom
Wetherilt, Anne Vila
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 701-719
Persistent link: https://www.econbiz.de/10001777210
Saved in:
203
A contemporary analysis of Mexican stock market volatility
González, Jorge G.
;
Spencer, Roger W.
;
Walz, Daniel T.
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 741-745
Persistent link: https://www.econbiz.de/10001777215
Saved in:
204
Returns and volatility on the Chinese stock markets
Brooks, Robert
;
Ragunathan, Vanitha
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 747-752
Persistent link: https://www.econbiz.de/10001777217
Saved in:
205
Increasing exchange rate volatility during the recent float
Frömmel, Michael
;
Menkhoff, Lukas
- In:
Applied financial economics
13
(
2003
)
12
,
pp. 857-863
Persistent link: https://www.econbiz.de/10001817132
Saved in:
206
Intraday stock price patterns in the Greek stock exchange
Niarchos, Nikētas
;
Alexakis, Christos A.
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001725715
Saved in:
207
A two-factor model of the German term structure of interest rates
Cassola, Nuno
;
Luís, Jorge Barros
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 783-806
Persistent link: https://www.econbiz.de/10001804426
Saved in:
208
Intraday information transmission between DJIA spot and futures markets
Soydemir, Gökçe A.
;
Petrie, A. George
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 817-827
Persistent link: https://www.econbiz.de/10001804435
Saved in:
209
Event-related GARCH : the impact of stock dividends in Turkey
Batchelor, Roy A.
;
Orakcioglu, Ismail
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 295-307
Persistent link: https://www.econbiz.de/10001748454
Saved in:
210
Modelling volatility and testing for efficiency in emerging capital markets : the case of the Athens Stock Exchange
Siourounis, Gregorios D.
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 47-55
Persistent link: https://www.econbiz.de/10001646096
Saved in:
211
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 813-826
Persistent link: https://www.econbiz.de/10001711937
Saved in:
212
The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay
;
Sant, R. Raymond
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
Saved in:
213
Financial liberalization and stock market volatility in selected developing countries
Kassimatis, Konstantinos
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 389-394
Persistent link: https://www.econbiz.de/10001671111
Saved in:
214
Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan
Watanabe, Toshiaki
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001671112
Saved in:
215
Generalized asymmetric power ARCH modelling of exchange rate volatility
McKenzie, Michael D.
;
Mitchell, Heather
- In:
Applied financial economics
12
(
2002
)
8
,
pp. 555-564
Persistent link: https://www.econbiz.de/10001677011
Saved in:
216
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:
217
Forecasting volatility in the New Zealand stock market
Yu, Jun
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 193-202
Persistent link: https://www.econbiz.de/10001640366
Saved in:
218
An empirical investigation of the premium for volatility risk in currency options for the British pound
Sarwar, Ghulam
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 913-921
Persistent link: https://www.econbiz.de/10001724754
Saved in:
219
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
Saved in:
220
The effect of interest rate volatility on treasury yields
Sarkar, Sudipto
;
Mohamed Ariff
- In:
Applied financial economics
12
(
2002
)
9
,
pp. 667-672
Persistent link: https://www.econbiz.de/10001688989
Saved in:
221
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
Saved in:
222
Volatility smiles and the information content of news
Fornari, Fabio
;
Mele, Antonio
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001563358
Saved in:
223
Price spread and convenience yield behaviour in the international oil market
Milonas, Nikolaos T.
;
Henker, Thomas
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10001545380
Saved in:
224
Volatility in the transition markets of Central Europe
Kasch-Haroutounian, Maria
;
Price, Simon
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 93-105
Persistent link: https://www.econbiz.de/10001545401
Saved in:
225
Modelling the volatility in East European emerging stock markets : evidence on Hungary and Poland
Poshakwale, Sunil S.
;
Murinde, Victor
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001595049
Saved in:
226
Volatility persistence in asset markets : long memory in high/low prices
Byers, J. David
;
Peel, David
- In:
Applied financial economics
11
(
2001
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001688780
Saved in:
227
The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas
- In:
Applied financial economics
11
(
2001
)
3
,
pp. 299-315
Persistent link: https://www.econbiz.de/10001688787
Saved in:
228
Volatility dynamics in high frequency financial data : an empirical investigtion of the Australian equity returns
Mian, G. Mujtaba
;
Adam, Christopher M.
- In:
Applied financial economics
11
(
2001
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10001688794
Saved in:
229
Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
Saved in:
230
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.
;
Chiang, Thomas C.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
Saved in:
231
Modelling the effects of regulatory discretion : Carsberg vs Spottiswoode
Robinson, Terry A.
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 117-121
Persistent link: https://www.econbiz.de/10001525824
Saved in:
232
Testing volatility on the Trinidad and Tobago Stock Exchange
Leon, Hyginus
;
Nicholls, Shelton
;
Sergeant, Kelvin
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 207-220
Persistent link: https://www.econbiz.de/10001526269
Saved in:
233
Price discovery in strategically-linked markets : the case of the gold-silver spread
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 227-234
Persistent link: https://www.econbiz.de/10001526274
Saved in:
234
Exchange controls and the transmission of equity market volatility : the case of the UK
Chelley-Steeley, Patricia L.
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 317-327
Persistent link: https://www.econbiz.de/10001526295
Saved in:
235
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo
;
Caggese, Andrea
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
Saved in:
236
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
237
Variance decomposition of stock returns and dividend imputation system
Wu, Ping X.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 539-543
Persistent link: https://www.econbiz.de/10001525261
Saved in:
238
Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui
;
Lam, Kin
;
Li, Wai Keung
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
Saved in:
239
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
240
The interactions between trading volume and volatility : evidence from the equity options markets
Park, Tae H.
;
Switzer, Lorne N.
;
Bedrossian, Robert
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 627-637
Persistent link: https://www.econbiz.de/10001525295
Saved in:
241
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
Saved in:
242
Volatility, volume and maturity in electricity futures
Walls, W. David
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 283-287
Persistent link: https://www.econbiz.de/10001454517
Saved in:
243
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Saved in:
244
Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.
;
Tsou, Glenn Yu-Gen
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
Saved in:
245
A comparison of short-term interest rate models : empirical tests of interest rate volatility
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 505-512
Persistent link: https://www.econbiz.de/10001363824
Saved in:
246
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 145-153
Persistent link: https://www.econbiz.de/10001244119
Saved in:
247
A decomposition of the term structure model of Heath, Jarrow and Morton
Guo, Chen
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 111-118
Persistent link: https://www.econbiz.de/10001244130
Saved in:
248
Volatility spillovers across equity markets : European evidence
Kanas, Angelos
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
Saved in:
249
Chaos in an emerging capital market? : The case of the Athens Stock Exchange
Barkoulas, John T.
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 231-243
Persistent link: https://www.econbiz.de/10001244169
Saved in:
250
A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J.
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 671-687
Persistent link: https://www.econbiz.de/10001253232
Saved in:
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