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Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
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Privatization, financial development, property rights and growth
Marcelin, Isaac; Mathur, Iqbal - In: Journal of banking & finance 50 (2015), pp. 528-546
Persistent link: https://www.econbiz.de/10010510188
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Monetary policy uncertainty and the market reaction to macroeconomic news
Kurov, Alexander; Stan, Raluca - In: Journal of banking & finance 86 (2018), pp. 127-142
Persistent link: https://www.econbiz.de/10011962434
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Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - In: Journal of banking & finance 87 (2018), pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
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Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy; Harris, Richard D. F.; Stoja, … - In: Journal of banking & finance 92 (2018), pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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Volatility and covariation of financial assets : a high-frequency analysis
Cartea, Álvaro; Karyampas, Dimitrios - In: Journal of banking & finance 35 (2011) 12, pp. 3319-3334
Persistent link: https://www.econbiz.de/10009384246
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Have the GIPSI settled down? : breaks and multivariate stochastic volatility models for, and not against, the European financial integration
Ge̜bka, Bartosz; Karoglou, Michail - In: Journal of banking & finance 37 (2013) 9, pp. 3639-3653
Persistent link: https://www.econbiz.de/10010126309
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Oil price dynamics, macro-finance interactions and the role of financial speculation
Morana, Claudio - In: Journal of banking & finance 37 (2013) 1, pp. 206-226
Persistent link: https://www.econbiz.de/10009675544
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Two to tangle : financial development, political instability and economic growth in Argentina
Campos, Nauro; Karanasos, Menelaos; Tan, Bin - In: Journal of banking & finance 36 (2012) 1, pp. 290-304
Persistent link: https://www.econbiz.de/10009411960