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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
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Jump risk premia across major international equity markets
Arouri, Mohamed; M'saddek, Oussama; Kuntara Pukthuanthong - In: Journal of empirical finance 52 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012170600
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Isolating momentum crashes
Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
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Market integration and financial linkages among stock markets in Pacific Basin countries
Chevallier, Julien; Nguyen, Duc Khuong; Siverskog, Jonathan - In: Journal of empirical finance 46 (2018), pp. 77-92
Persistent link: https://www.econbiz.de/10012103436
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Non-syncronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.; Zalewska-Mitura, Anna - In: Journal of empirical finance 13 (2006) 4/5, pp. 462-494
Persistent link: https://www.econbiz.de/10003370858
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Stock market development and internationalization : do economic fundamentals spur both similarly?
Claessens, Stijn; Klingebiel, Daniela; Schmukler, Sergio L. - In: Journal of empirical finance 13 (2006) 3, pp. 316-350
Persistent link: https://www.econbiz.de/10003334587
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Effects of financial turmoil on financial integration and risk premia in emerging markets
Boubakri, Salem; Couharde, Cécile; Raymond, Hélène - In: Journal of empirical finance 38 (2016), pp. 120-138
Persistent link: https://www.econbiz.de/10011663231
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The behaviour of some UK equity indices : an application of Hurst and BDS tests
Opong, Kwaku K. (contributor) - In: Journal of empirical finance 6 (1999) 3, pp. 267-282
Persistent link: https://www.econbiz.de/10001426365
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Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Liu, Xinyi; Margaritis, Dimitris; Wang, Peiming - In: Journal of empirical finance 19 (2012) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10009615667