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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu; Gong, Xu; Ma, Diandian; Xu, Yahua - In: Economic modelling 95 (2021), pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
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Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
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The course of realized volatility in the LME non-ferrous metal market
Todorova, Neda - In: Economic modelling 51 (2015), pp. 1-12
Persistent link: https://www.econbiz.de/10011475768
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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The relationship between trading activity and stock market volatility : does the volume threshold matter?
Koubaa, Yosra; Slim, Skander - In: Economic modelling 82 (2019), pp. 168-184
Persistent link: https://www.econbiz.de/10012202914
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Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939
Persistent link: https://www.econbiz.de/10010195543