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Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin; Zhang, Li; Li, Lihong - In: International review of financial analysis 88 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
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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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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Predicting white metal prices by a commodity sensitive exchange rate
Ciner, Cetin - In: International review of financial analysis 52 (2017), pp. 309-315
Persistent link: https://www.econbiz.de/10011868761
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Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.; Kambouroudis, Dimos - In: International review of financial analysis 18 (2009) 3, pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
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On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
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Hunting the quicksilver : using textual news and causality analysis to predict market volatility
Banerjee, Ameet Kumar; Dionísio, Andreia Teixeira Marques - In: International review of financial analysis 77 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012806462
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Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.; Fabozzi, Frank J.; Mazza, Davide - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
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Investor sentiment and stock volatility : new evidence
Gong, Xue; Zhang, Weiguo; Wang, Junbo; Wang, Chao - In: International review of financial analysis 80 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013366314
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Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Ma, Feng; Guo, Yangli; Chevallier, Julien; Huang, Dengshi - In: International review of financial analysis 84 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013472723