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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Economics letters 145 (2016), pp. 176-181
Persistent link: https://www.econbiz.de/10011618391
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Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan; Ali, Faek Menla - In: Economics letters 172 (2018), pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
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A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan; Zheng, Xu; Gong, Yuting - In: Economics letters 130 (2015), pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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Improving factor momentum : statistical significance matters
Liu, Yangyi; Luo, Ronghua; Zhao, Senyang - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
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A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev; Kapetanios, George - In: Economics letters 120 (2013) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
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Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.; Pagliardi, Giovanni - In: Economics letters 145 (2016), pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
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ESG rating disagreement, external attention and stock return : evidence from China
Tan, Ruipeng; Pan, Lulu - In: Economics letters 231 (2023), pp. 1-3
Persistent link: https://www.econbiz.de/10014460725