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Monetary volatility and real output volatility : an empirical model of the financial transmission mechanism in Australia
Kearney, Colm - In: International review of financial analysis 6 (1997) 2, pp. 77-95
Persistent link: https://www.econbiz.de/10001246655
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Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
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Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
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Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach
Li, Haiqi; Kim, Myeong Jun; Park, Sung Y. - In: International review of financial analysis 44 (2016), pp. 217-225
Persistent link: https://www.econbiz.de/10011624000
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Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha - In: International review of financial analysis 47 (2016), pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
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Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 47 (2016), pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
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Sand in the wheels or wheels in the sand? : Tobin taxes and market crashes
Lavička, Hynek; Lichard, T.; Novotný, Jan - In: International review of financial analysis 47 (2016), pp. 328-342
Persistent link: https://www.econbiz.de/10011624246
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Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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Persistence of ex-ante volatility and the cross-section of stock returns
Simlai, Prodosh - In: International review of financial analysis 33 (2014), pp. 253-261
Persistent link: https://www.econbiz.de/10010520455