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The impacts of oil price and exchange rate on Vietnamese stock market
Nguyen Tra Ngoc; Dat Thanh Nguyen; Nguyen Vu Ngoc - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 143-150
Persistent link: https://www.econbiz.de/10012670633
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Volatility transmission between oil price and exchange rate
Hamida, Arafet; Nasr, Salah ben - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 380-392
Persistent link: https://www.econbiz.de/10015116838
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Dynamic hedge fund portfolio construction
Harris, Richard D. F.; Mazibas, Murat - In: International review of financial analysis 19 (2010) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10009272647
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Volatility analysis of precious metals returns and oil returns : an ICSS approach
Morales, Lucia; Andréosso-O'Callaghan, Bernadette - In: Journal of economics and finance 38 (2014) 3, pp. 492-517
Persistent link: https://www.econbiz.de/10010490962
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Persistence of ex-ante volatility and the cross-section of stock returns
Simlai, Prodosh - In: International review of financial analysis 33 (2014), pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
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Asymmetric correlation as an explanation for the effect of asset skewness on equity returns
Chung, Y. Peter; Kim, Thomas S. - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 686-699
Persistent link: https://www.econbiz.de/10011779392
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What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 48 (2016), pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
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Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos - In: Journal of time series econometrics 7 (2015) 2, pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
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The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah; Kunjal, Damien; Naidu, Delane D.; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
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On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns
Guo, Hui - 2014
A spurious positive relation between EGARCH estimates of expected month t idiosyncratic volatility and month t stock … idiosyncratic volatility is estimated using returns only upto month t-1 …
Persistent link: https://www.econbiz.de/10013069414