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~type_genre:"Article in journal"
~subject:"Volatility"
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1
Relationship among Covid-19, stock price and green finance markets pragmatic evidence from volatility dynamics
Cheok, Mui Yee
- In:
Economic change & restructuring
56
(
2023
)
1
,
pp. 265-295
Persistent link: https://www.econbiz.de/10013536369
Saved in:
2
Sectoral volatility spillovers and their determinants in Vietnam
Tam Hoang‑Nhat Dang
;
Nhan Thien Nguyen
;
Duc Hong Vo
- In:
Economic change & restructuring
56
(
2023
)
1
,
pp. 681-700
Persistent link: https://www.econbiz.de/10013536436
Saved in:
3
Bitcoin, gold, and the VIX : short- and long-term effects of economic policy uncertainty
Hernandez, Jose Arreola
;
Hasan, Mohammad Zahid
;
McIver, Ron
- In:
Applied economics letters
30
(
2023
)
6
,
pp. 761-765
Persistent link: https://www.econbiz.de/10013553970
Saved in:
4
Impact of risk disclosure on the volatility, liquidity and performance of the UK and Canadian insurance companies
Kassamany, Talie
;
Harb, Etienne
;
Louhichi, Wael
;
Nasr, …
- In:
Competitiveness review : CR
33
(
2023
)
1
,
pp. 30-61
Persistent link: https://www.econbiz.de/10013552826
Saved in:
5
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
6
The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented...
Ono, Hiroshi
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 572-576
Persistent link: https://www.econbiz.de/10013553714
Saved in:
7
Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Isomitdinov, Hasan
;
Lee, Junsoo
;
Payne, James E.
- In:
Defence and peace economics
34
(
2023
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10013549837
Saved in:
8
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
9
A world equilibrium model of the oil market
Bornstein, Gideon
;
Krusell, Per
;
Rebelo, Sérgio
- In:
The review of economic studies : RES
90
(
2023
)
1
,
pp. 132-164
Persistent link: https://www.econbiz.de/10013547765
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10
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
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