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Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais; Zaghdoudi, Taha - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
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U.S. stock markets and the role of real interest rates
Huang, Wanling; Mollick, André Varella; Nguyen Khoa Huu - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 231-242
Persistent link: https://www.econbiz.de/10011627292
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Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir; Kumar, Dilip - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
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How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander; Dahmene, Meriam; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
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Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue; Goodell, John W.; Shen, Dehua - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
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Oil shocks and stock return volatility
Bachmeier, Lance J.; Nadimi, Soheil R. - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10012034495
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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 303-314
Persistent link: https://www.econbiz.de/10014428077