Similar Search Results - EconBiz

Asymmetry effects of shocks in Chinese stock markets volatility : a generalized additive nonparametric approach

Hou, Ai Jun - In: Journal of international financial markets, … 23 (2013), pp. 12-32

Persistent link: https://www.econbiz.de/10009707516

Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation

Asgharian, Hossein - 2019

We use economic policy uncertainty (EPU) shocks in combination with the mixed data sampling (MIDAS) approach to investigate long-run stock market variances and correlations, primarily for the US and the UK. The US long-run stock market variance depends significantly on US EPU shocks but not on...

Persistent link: https://www.econbiz.de/10012899727

Modelling and forecasting short-term interest rate volatility : a semiparametric approach

Hou, Ai Jun; Suardi, Sandy - In: Journal of empirical finance 18 (2011) 4, pp. 692-710

Persistent link: https://www.econbiz.de/10009306533

The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach

Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612

Persistent link: https://www.econbiz.de/10010202170

Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2014

Persistent link: https://www.econbiz.de/10010346665

Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2014

Persistent link: https://www.econbiz.de/10010433984

Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation

Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016

Persistent link: https://www.econbiz.de/10011541711

Economic policy uncertainty and long-run stock market volatility and correlation

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2018

Persistent link: https://www.econbiz.de/10011864884

Effects of macroeconomic uncertainty upon the stock and bond markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2015

Persistent link: https://www.econbiz.de/10011517001

Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 617-642

Persistent link: https://www.econbiz.de/10011623696

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