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| Sep 30 2024 |
Anton Bobrov and James Traina |
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The beginning of the trend: Interest rates, profits, and markups |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2024 |
Ange Nsouadi and Virginie Terraza |
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The multi-scale analysis of dynamic transmission volatility of carbon prices |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
Noritaka Kudoh and Hiroaki Miyamoto |
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Time aggregation and unemployment volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Adonias Costa Filho |
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Trend inflation in Brazil |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Sofiane El Ouardi |
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Leading indicators of sovereign defaults in middle- and low-income countries: the role of foreign exchange reserve ratios in times of pandemic. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2023 |
Aineas Kostas Mallios |
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Manipulation in reported dividends: Empirical evidence from US banks |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Romuald S Kinda and Hajer Kratou |
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Climatic variability, remittances and household consumption volatility In developing countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Corey J.M. Williams |
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The evolution of inventory dynamics in a post-crisis economy |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Yuta Kurose |
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Bayesian GARCH modeling for return and range |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2022 |
Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee |
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International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete |
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The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Abdhut Deheri |
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The Effects of Monetary Policy on Output and Inflation in India: A Time-varying Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 23 2020 |
Juanjuan Zhuo and Masao Kumamoto |
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Stock market reactions to COVID-19 and containment policies: A panel VAR approach |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 08 2020 |
Vicente Rios |
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Does direct democracy matter for fiscal policy volatility? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 08 2020 |
Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat |
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Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 14 2020 |
Sena KIMM Gnangnon |
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Export Product Diversification and Fiscal Space Volatility in Developing Countries: Exploring the Economic Growth Volatility Channel |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 13 2019 |
Amine Ben Amar |
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The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2019 |
Cynthia Royal Tori and Scott L. Tori |
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Swedish krona-euro return volatility and non-traditional monetary policies |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2019 |
Bertrand Groslambert , Devraj Basu and Wan Ni Lai |
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Is tail risk the missing link between institutions and risk? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 01 2017 |
Artem Meshcheryakov and Stoyu I Ivanov |
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Investor's sentiment in predicting the Effective Federal Funds Rate |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 26 2017 |
Fernanda Maria Müller and Fábio M Bayer |
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Improved two-component tests in Beta-Skew-t-EGARCH models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 08 2016 |
Afees A. Salisu |
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Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 14 2016 |
Mohamed Arouri and David Roubaud |
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On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 02 2015 |
Yazmín V. Soriano-Morales , Francisco Venegas-Martínez and Benjamín Vallejo-Jiménez |
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Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process
|
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Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2015 |
Katsuhiro Sugita |
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Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 11 2015 |
Sidheswar Panda and Ranjan Kumar Mohanty |
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Effects of Exchange Rate Volatility on Exports: Evidence from India |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 20 2014 |
Mohamed Arouri , Christophe Rault and Frédéric Teulon |
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Economic policy uncertainty, oil price shocks and GCC stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 23 2013 |
M. Hossein Partovi |
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Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 27 2013 |
Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller |
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A 10 min tick volatility analysis between the Ibovespa and the S&P500 |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2013 |
Jani Saastamoinen and Niko Suhonen |
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Were the European short selling bans of 2011 effective? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 08 2013 |
Aymen Ben Rejeb |
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Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 01 2012 |
Roger Collet |
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Household car use in France: a demographic and economic analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
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Stock Market Anomalies in South Africa and its Neighbouring Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 14 2011 |
François Benhmad |
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A wavelet analysis of oil price volatility dynamic |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 03 2010 |
George Milunovich and Ronald Ripple |
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Crude Oil Volatility: Hedgers or Investors |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 09 2010 |
Haifeng Xu and Shigeyuki Hamori |
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Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 28 2010 |
Jean-michel Sahut |
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A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 27 2010 |
Thomas Grennes , Pablo Guerron-quintana and Asli Leblebicioglu |
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Economic Development and Volatility among the States |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2010 |
Bolong Cao , Shamila Jayasuriya and William Shambora |
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Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect? |
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Abstract Contact Information Citation Full Text - Note |
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| May 03 2010 |
Sisi Zhang |
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Recent Trends in Household Income Dynamics for the
United States, Germany and Great Britain |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 27 2010 |
Cesar R Sobrino |
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The Effects of Inflation Targeting
on the Current Account: An Empirical Examination
|
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2009 |
Olivier Damette |
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Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 29 2009 |
Chee-keong Choong Ph.D and Venus khim-sen Liew Ph.D |
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Impact of foreign direct investment volatility on
economic growth of asean-5 countries
|
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Abstract Contact Information Citation Full Text - Note |
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| Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
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Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 28 2008 |
Wan-Hsiu Cheng |
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Overestimation in the Traditional GARCH Model During Jump Periods |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 14 2008 |
William Shambora and Shamila Jayasuriya |
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The world is shrinking: Evidence for stock market convergence |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 01 2008 |
Mark J. Holmes and Sayeeda Bano |
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On openness and real exchange rate volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 28 2008 |
Rebecca Neumann and Ron Penl |
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Volatile capital flows: Interactions between de jure and de facto financial liberalization |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 17 2007 |
Matei Demetrescu |
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Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 09 2007 |
Mark J. Holmes |
| |
Is a more stable exchange rate associated with reduced exchange rate pass-through? |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 12 2007 |
Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin |
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The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 27 2007 |
Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang |
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Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 10 2007 |
Stefan Norrbin and Onsurang Pipatchaipoom |
| |
Is the real dollar rate highly volatile? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2006 |
Erdal Atukeren and Aylin Seçkin |
| |
Art and the Economy: A First Look at the Market for Paintings in Turkey |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2006 |
Fulvia Focker and Umberto Triacca |
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A new proxy of the average volatility of a basket of returns: A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 08 2004 |
Taro Kanatani |
| |
Integrated volatility measuring from unevenly sampled observations |
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Abstract Contact Information Citation Full Text - Comment |
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| Aug 25 2004 |
Frank Westerhoff and Sebastiano Manzan |
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Does liquidity in the FX market depend on volatility? |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 19 2004 |
AHAMADA IBRAHIM |
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A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 22 2002 |
Konstantin A. Kholodilin |
| |
Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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