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Measuring common cyclical features during financial turmoil

Candelon, Bertrand; Hecq, Alain W. J.; Verschoor, … - 2002

Persistent link: https://www.econbiz.de/10001720545

Measuring common cyclical features during financial turmoil : evidence of interdependence not contagion

Candelon, Bertrand; Hecq, Alain W. J.; Verschoor, … - In: Journal of international money and finance 24 (2005) 8, pp. 1317-1334

Persistent link: https://www.econbiz.de/10003229309

Volatility expectations and asymmetric effects of direct interventions in the FX market

Beine, Michel - In: Journal of the Japanese and international economies : … 17 (2003) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10001757985

Forecasting Realized Volatility Measures with Multivariate and Univariate Models : The Case of the US Banking Sector

Cubadda, Gianluca - 2018

This paper compares the forecasting performances of both univariate and multivariate models for realized volatilities series. We consider realized volatility measures of the returns of 13 major banks traded in the NYSE. Since our variables are characterized by the presence of long range...

Persistent link: https://www.econbiz.de/10012908777