Narrow search
Showing 1 - 4 of 4
Cover Image
QUANTITATIVE EASING AND THE UK STOCK MARKET : DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?
Chortareas, Georgios; Karanasos, Menelaos; Noikokyris, … - In: Economic Inquiry 57 (2018) 1, pp. 569-583
Persistent link: https://www.econbiz.de/10012089240
Cover Image
Investors' trading behaviour and stock market volatility during crisis periods : A dual long‐memory model for the Korean Stock Exchange
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International Journal of Finance & Economics 26 (2020) 3, pp. 4441-4461
Persistent link: https://www.econbiz.de/10012273307
Cover Image
A three‐dimensional asymmetric power HEAVY model
Yfanti, Stavroula; Chortareas, Georgios; Karanasos, Menelaos - In: International Journal of Finance & Economics 27 (2020) 3, pp. 2737-2761
Persistent link: https://www.econbiz.de/10012407109
Cover Image
Two are better than one : Volatility forecasting using multiplicative component GARCH‐MIDAS models
Conrad, Christian; Kleen, Onno - In: Journal of Applied Econometrics 35 (2020) 1, pp. 19-45
Persistent link: https://www.econbiz.de/10012189310