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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
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Stylized facts of return series, robust estimates and three popular models of volatility
Teräsvirta, Timo; Zhao, Zhenfang - In: Applied financial economics 21 (2011) 1/3, pp. 67-94
Persistent link: https://www.econbiz.de/10009124669
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Oil prices and the greenback : it takes two to tango
Razgallah, Brahim; Smimou, Kamal - In: Applied financial economics 21 (2011) 7/9, pp. 519-528
Persistent link: https://www.econbiz.de/10009153254
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Exchange rate and interest rate volatility in the European monetary system : some further results
Sarno, Lucio - In: Applied financial economics 7 (1997) 3, pp. 255-263
Persistent link: https://www.econbiz.de/10001227556
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The euro and the volatility of exchange rates
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied financial economics 21 (2011) 16/18, pp. 1235-1253
Persistent link: https://www.econbiz.de/10009348295
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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
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Idiosyncratic volatility and stock returns : a cross country analysis
Kuntara Pukthuanthong; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281
Empirical evidences regarding the association of idiosyncratic volatility and stock returns are inconsistent with the …) estimated conditional idiosyncratic volatility of individual stocks across 36 countries from 1973 to 2007, we find that …
Persistent link: https://www.econbiz.de/10003886161
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Country factors in stock returns : reconsidering the basic method
Bai, Ye - In: Applied financial economics 24 (2014) 13/15, pp. 871-888
Persistent link: https://www.econbiz.de/10010410402
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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
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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