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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

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

Monetary volatility and the paper-bill spread

Ewing, Bradley T.; Lynch, Gerald J.; Payne, James E. - In: Progress in economics research 8 (2004), pp. 53-65

Persistent link: https://www.econbiz.de/10003747216

Volatility transmission between upstream and midstream energy sectors

Ewing, Bradley T.; Malik, Farooq; Payne, James E. - In: International review of economics & finance : IREF 92 (2024), pp. 1191-1199

Persistent link: https://www.econbiz.de/10014535085

Modeling volatility changes in the 10-year Treasury

Covarrubias, Guillermo; Ewing, Bradley T.; Hein, Scott E.; … - In: Physica A: Statistical Mechanics and its Applications 369 (2006) 2, pp. 737-744

This paper examines the daily volatility of changes in the 10-year Treasury note utilizing the iterated cumulative sums of squares algorithm [C. Inclan, G. Tiao, Use of cumulative sums of squares for retrospective detection of changes of variance, J. Am. Stat. Assoc. 89 (1994) 913–923]. The...

Persistent link: https://www.econbiz.de/10010873090

Examining the trade-off between inflation and unemployment in the Southern United States

Ewing, Bradley T. - In: The southern business & economic journal 20 (1996) 1, pp. 50-68

Persistent link: https://www.econbiz.de/10001207738

Inflation uncertainty and unemployment : some international evidence

Seyfried, William L.; Ewing, Bradley T. - In: The American economist : journal of Omnicron Delta … 45 (2001) 2, pp. 33 - 39

Persistent link: https://www.econbiz.de/10001696922

Examination of the commodity spot and futures markets: an application of an error correction model with time varying volatility

Ewing, Bradley T.; Arabiyat, Talah S. - In: Naše gospodarstvo : revija za aktualna ekonomska in … 48 (2002) 3/4, pp. 238-248

Persistent link: https://www.econbiz.de/10001753403

Volatility transmission in the oil and natural gas markets

Ewing, Bradley T.; Malik, Farooq; Ozfidan, Ozkan - In: Energy economics 24 (2002) 6, pp. 525-538

Persistent link: https://www.econbiz.de/10001713344

A time-varying volatility approach to modeling the Phillips curve : a cross-country analysis

Seyfried, William L.; Ewing, Bradley T. - In: Journal of economics and finance 28 (2004) 2, pp. 186-197

Persistent link: https://www.econbiz.de/10002417379