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Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012803941

Cryptocurrency reaction to FOMC Announcements : evidence of heterogeneity based on blockchain stack position

Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: Journal of financial stability 46 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012391445

News augmented GARCH(1,1) model for volatility prediction

Sadik, Zryan A.; Date, Paresh M.; Mitra, Gautam - In: IMA journal of management mathematics 30 (2019) 2, pp. 165-185

Persistent link: https://www.econbiz.de/10012057108

Language, news and volatility

Byström, Hans N. E. - In: Journal of international financial markets, … 42 (2016), pp. 139-154

Persistent link: https://www.econbiz.de/10011673461

The informational content of sovereign credit rating : another look

Nakai, Fathi; Chebbi, Tarek - In: The journal of asset management : a major new, … 24 (2023) 5, pp. 353-373

Persistent link: https://www.econbiz.de/10014325413

Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting

Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47

Even though both symmetric and asymmetric conceptions of news impacts are well-established in the disciplines of economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet been delved into or gauged in any tourist destination....

Persistent link: https://www.econbiz.de/10013369139

Volatility Spillovers Across NFTs News Attention and Financial Markets

Wang, Yizhi - 2022

The aim of this study is to investigate the volatility spillover connectedness between NFTs attention and financial markets. This paper firstly proposes a new direct proxy for the public's attention in the NFT market: the non-fungible tokens attention index (NFTsAI), based on 590m news stories...

Persistent link: https://www.econbiz.de/10013404368

Short-term, long-term, and efficiency impacts of recent mergers and acquisitions in the United States banking industry

Al-Sharkas, Adel A. - 2004

Persistent link: https://www.econbiz.de/10003946354

Posterior analysis of mergers and acquisitions in the international financial market : A re-appraisal

Rao, Ullas; Mishra, Tapas - In: Research in international business and finance 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012205482

Conditional leptokurtosis and non-linear dependence in exchange rate returns

Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1994

Persistent link: https://www.econbiz.de/10000147732