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HACking at non-linearity : evidence from stocks and bonds
Bianchi, Robert J. (contributor); Clements, Adam (contributor) - 2009
Persistent link: https://www.econbiz.de/10003799348
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The impact of information flow and trading activity on gold and oil futures volatility
Clements, Adam; Liao, Yin - 2014
Persistent link: https://www.econbiz.de/10011343881
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News and network structures in equity market volatility
Clements, Adam; Liao, Yin - 2016
Persistent link: https://www.econbiz.de/10011777149
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Volatility transmission in global financial markets
Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of empirical finance 32 (2015), pp. 3-18
Persistent link: https://www.econbiz.de/10011556742
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Common trends in global volatility
Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of international money and finance 67 (2016), pp. 194-214
Persistent link: https://www.econbiz.de/10011711615
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Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil
Aromi, Daniel; Clements, Adam - In: Energy economics 81 (2019), pp. 187-196
Persistent link: https://www.econbiz.de/10012172691
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Media attention and crude oil volatility : is there any 'new' news in the newspaper?
Aromi, D.; Clements, Adam - 2018
Persistent link: https://www.econbiz.de/10012431188
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Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Wang, Ruolin; Basu, Anup; Clements, Adam - In: Global finance journal 57 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014479021