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Volatility
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Brooks, Chris
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ECONIS (ZBW)
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1
The asymmetric effects of uncertainty on inflation and output growth
Grier, Kevin
;
Henry, Ólan Thomas John
;
Olekalns, Nilss
; …
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 551-565
Persistent link: https://www.econbiz.de/10002342758
Saved in:
2
Replication of Grier, Henry, Olekalns and Shields (2004): The asymmetric effects of uncertainty on inflation and output growth
Savva, Christos S.
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1192-1196
Persistent link: https://www.econbiz.de/10011689079
Saved in:
3
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
4
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
5
Threshold modelling of stock return volatility on Eastern European markets
Shields, Kalvinder K.
- In:
Economics of planning : an international journal …
30
(
1997
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001233703
Saved in:
6
Stock return volatility on emerging Eastern European markets
Shields, Kalvinder K.
- In:
The Manchester School of Economic and Social Studies
65
(
1997
),
pp. 118-138
Persistent link: https://www.econbiz.de/10001236947
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7
Wool price variability in the long run
Bardsley, Peter
- In:
The Australian journal of agricultural economics
40
(
1996
)
1
,
pp. 51-61
Persistent link: https://www.econbiz.de/10001227028
Saved in:
8
The effects of uncertainty on macroeconomic performance : the importance of the conditional covariance model
Grier, Kevin
;
Henry, Ólan Thomas John
;
Olekalns, Nilss
-
2001
Persistent link: https://www.econbiz.de/10001626602
Saved in:
9
The effect of recessions on the relationship between output variability and growth
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Southern economic journal
68
(
2002
)
3
,
pp. 683-692
Persistent link: https://www.econbiz.de/10001647766
Saved in:
10
Equity return and short-term interest rate volatility : level effects and asymmetric dynamics
Henry, Ólan Thomas John
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003011852
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