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Stock price clustering and discreteness : the "compass rose" and complex dynamics
Vorlow, Constantinos E. - In: Progress in financial markets research, (pp. 333-349). 2012
Persistent link: https://www.econbiz.de/10009678537
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Simple tactical asset allocation strategies on the S & P 500 and the impact of VIX fluctuations
Vorlow, Constantinos E. - In: Handbook of investors' behavior during financial crises, (pp. 383-400). 2017
Persistent link: https://www.econbiz.de/10011743116
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Nonlinear Features of Comovements Between Commodity Prices and Inflation
Kyrtsou, Catherine - 2007
This paper attempts to investigate further the nonlinear feedback relationship found in Kyrtsou and Labys (2006) between US inflation (BLS CPI) and primary commodity price index (the BLS PPI component for all primary commodity series). Our goal is to disaggregate the above index to the...
Persistent link: https://www.econbiz.de/10014049419
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Further insights on the relationship between SP500, VIX and volume : a new asymmetric causality test
Kyrtsou, Catherine; Kugiumtzis, Dimitris; Papana, Angeliki - In: The European journal of finance 25 (2019) 15, pp. 1402-1419
Persistent link: https://www.econbiz.de/10012207107