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Decoding market reactions : the certification role of EU-wide stress tests
Durrani, Agha; Ongena, Steven; Marques, Aurea Ponte - In: Economic modelling 139 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015189811
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Forecasting volatility in the Chinese stock market under model uncertainty
Li, Yong; Huang, Wei-ping; Zhang, Jie - In: Economic modelling 35 (2013), pp. 231-234
Persistent link: https://www.econbiz.de/10010259459
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Long memory revisit in Chinese stock markets : based on GARCH-class models and multiscale analysis
Lin, Xiaoqiang; Fei, Fangyu - In: Economic modelling 31 (2013), pp. 265-275
Persistent link: https://www.econbiz.de/10009729114
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Real or spurious long memory characteristics of volatility : empirical evidence from an emerging market
Yalama, Abdullah; Celik, Sibel - In: Economic modelling 30 (2013), pp. 67-72
Persistent link: https://www.econbiz.de/10009702263
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali; Gupta, Rangan; Mwabutwa, Chance; … - In: Economic modelling 29 (2012) 6, pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
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Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market
Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 37 (2014), pp. 89-102
Persistent link: https://www.econbiz.de/10010416824
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément; Rey, Serge; Viala, Jean-Renaud - In: Economic modelling 41 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
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Nonlinearities and financial contagion in Latin American stock markets
Romero-Meza, Rafael; Bonilla, Claudio A.; Benedetti, Hugo; … - In: Economic modelling 51 (2015), pp. 653-656
Persistent link: https://www.econbiz.de/10011476223