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Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus - In: Economics letters 127 (2015), pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
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Return, volatility and shock spillovers of Bitcoin with energy and technology companies
Symitsi, Efthymia; Chalvatzis, Konstantinos J. - In: Economics letters 170 (2018), pp. 127-130
Persistent link: https://www.econbiz.de/10012019682
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Return and volatility spillovers among cryptocurrencies
Koutmos, Dimitrios - In: Economics letters 173 (2018), pp. 122-127
Persistent link: https://www.econbiz.de/10012022954
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Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; Filis, … - In: Economics letters 120 (2013) 1, pp. 87-92
Persistent link: https://www.econbiz.de/10009760454
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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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Volatility persistence in stock market
Chuang, Hongwei - In: Economics letters 133 (2015), pp. 64-67
Persistent link: https://www.econbiz.de/10011431978
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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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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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Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952