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1
Estimating stochastic
volatility
with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
2
Bayesian change point analysis of Bitcoin returns
Thies, Sven
;
Molnár, Peter
- In:
Finance research letters
27
(
2018
),
pp. 223-227
Persistent link: https://www.econbiz.de/10012006867
Saved in:
3
Effects of monetary policy on the exchange rates : a time-varying analysis
Yang, Yang
;
Zhang, Jiqiang
- In:
Finance research letters
43
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014633592
Saved in:
4
Regime-switching angular
correlation
diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
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5
Stochastic
volatility
models for the implied
correlation
index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
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6
Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US
Kocaarslan, Baris
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015080982
Saved in:
7
Regime changes in Bitcoin GARCH
volatility
dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
8
Diamonds versus precious metals : what gleams most against USD exchange rates?
Bedoui, Rihab
;
Guesmi, Khaled
;
Kalai, Saoussen
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012436915
Saved in:
9
Energy market uncertainties and exchange rate
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
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10
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
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