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~subject:"Volatility"
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Volatility
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Apergēs, Nikolaos
34
Payne, James E.
9
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6
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5
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4
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3
Alexakis, Panayotis
2
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2
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2
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2
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2
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2
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1
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1
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
2
Forecasting hourly electricity prices using ARMAX-GARCH models : an application to MISO hubs
Hickey, Emily
;
Loomis, David G.
;
Mohammadi, Hassan
- In:
Energy economics
34
(
2012
)
1
,
pp. 307-315
Persistent link: https://www.econbiz.de/10009618838
Saved in:
3
Inflation, output growth, volatility and causality : evidence from panel data and the G7 countries
Apergēs, Nikolaos
- In:
Economics letters
83
(
2004
)
2
,
pp. 185-191
Persistent link: https://www.econbiz.de/10001991427
Saved in:
4
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
5
The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
Saved in:
6
COVID-19 and cryptocurrency volatility : evidence from asymmetric modelling
Apergēs, Nikolaos
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459882
Saved in:
7
Transmission of conditional stock return volatility across North American markets : evidence from pre- and post-NAFTA
Ewing, Bradley T.
;
Payne, James E.
;
Sowell, Clifford B.
- In:
The International trade journal
15
(
2001
)
4
,
pp. 409-427
Persistent link: https://www.econbiz.de/10002155773
Saved in:
8
Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Isomitdinov, Hasan
;
Lee, Junsoo
;
Payne, James E.
- In:
Defence and peace economics
34
(
2023
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10013549837
Saved in:
9
New evidence on modeling the Phillips Curve and time-varying volatility
Saunoris, James W.
;
Payne, James E.
- In:
Economia internazionale
60
(
2007
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10003634088
Saved in:
10
Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns
Malik, Farooq
;
Ewing, Bradley T.
;
Payne, James E.
- In:
The Canadian journal of economics
38
(
2005
)
3
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10003153875
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