Narrow search
Showing 1 - 10 of 99
Cover Image
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Cover Image
Uncovered return parity : equity returns and currency returns
Djeutem, Edouard; Dunbar, Geoffrey R. - In: Journal of international money and finance 128 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013438368
Cover Image
A dynamic structural model for stock return volatility and trading volume
Brock, William A.; LeBaron, Blake Dean - 1995
Persistent link: https://www.econbiz.de/10000147476
Cover Image
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000812958
Cover Image
Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
Cover Image
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
Cover Image
Alternative models for conditional stock volatility
Pagan, Adrian R.; Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000765771
Cover Image
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.; Bollerslev, Tim; Das, Ashish - 1998
Persistent link: https://www.econbiz.de/10000673940
Cover Image
Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779