Narrow search
Showing 1 - 10 of 18
Cover Image
Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
Cover Image
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Cover Image
The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
Cover Image
Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed; Saidi, Youssef - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
Cover Image
Robust estimation of the simplified multivariate GARCH model
Iqbal, Farhat - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1353-1372
Persistent link: https://www.econbiz.de/10009749477
Cover Image
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482
Cover Image
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749483
Cover Image
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Cover Image
Macroeconomic news surprises and volatility spillover in foreign exchange markets
Ben Omrane, Walid; Hafner, Christian M. - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 577-607
Persistent link: https://www.econbiz.de/10011292917
Cover Image
Volatility spillovers among global stock markets : measuring total and directional effects
Gamba-Santamaria, Santiago; Gómez González, José Eduardo - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1581-1599
Persistent link: https://www.econbiz.de/10012052208