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Feb 20 2022 Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee
  International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 20 2022 Binh Thai Pham
  Sectoral consumer price synchronization: evidence from an emerging ASEAN economy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 29 2021 Salem Adel Ziadat and David Gordon McMillan
  Oil innovations and Gulf Cooperation Council stock market connectedness
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2021 Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete
  The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2021 Mert Topcu , Ibrahim Yagli and Furkan Emirmahmutoglu
  COVID-19 and stock market volatility: A time-varying perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2021 Abdhut Deheri
  The Effects of Monetary Policy on Output and Inflation in India: A Time-varying Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 17 2021 F. Henrique Castro and Marcelo Guzella
  Individual investor attention and the predictability of stock market volatility and returns
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 18 2021 Désiré Avom , Brice Kamguia and Joseph Pasky Ngameni
  Does volatility hinder economic complexity?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2021 Flavio Vilela Vieira and Cleomar Gomes da Silva
  What drives export performance in the BRICS countries? An ARDL investigation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 10 2021 Michael Batu and Zichun Zhao
  The Sun's wrath: economic effects of sunspot volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2020 Juanjuan Zhuo and Masao Kumamoto
  Stock market reactions to COVID-19 and containment policies: A panel VAR approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 30 2020 Soonho Kim
  Effect of Short Selling on Market Liquidity, Price, and Volatility: A Dynamic Perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 08 2020 Vicente Rios
  Does direct democracy matter for fiscal policy volatility?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 08 2020 Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat
  Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach.  
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 08 2020 Anoop S Kumar
  Testing Safe Haven Property of Bitcoin and Gold during Covid-19 : Evidence from Multivariate GARCH analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 14 2020 Sena KIMM Gnangnon
  Export Product Diversification and Fiscal Space Volatility in Developing Countries: Exploring the Economic Growth Volatility Channel
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 18 2020 Cyriac Guillaumin , Salem Boubakri and Alexandre Silanine
  Do commodity price volatilities impact currency misalignments in commodity-exporting countries?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 07 2020 Jau-er Chen and Rajarshi Mitra
  Demographic Shifts and Asset Returns in Japan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 09 2020 Jessica Paule-Vianez , Raúl Gómez-Martínez and Camilo Prado-Román
  Effect of Economic and Monetary Policy Uncertainty on stock markets. Evidence on return, volatility and liquidity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 05 2020 Gian Paulo Soave
  International Drivers of Policy Uncertainty in Emerging Economies
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 01 2020 Maxim Zagonov and Bernd Hanke
  Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 16 2019 Abdullah Alqahtani
  Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 13 2019 Amine Ben Amar
  The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2019 Cynthia Royal Tori and Scott L. Tori
  Swedish krona-euro return volatility and non-traditional monetary policies
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 03 2019 Raphaël Chiappini and Yves Jégourel
  Explaining the role of commodity traders: A theoretical approach
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Jun 16 2019 Alarudeen Aminu and Isiaka Akande Raifu
  Dynamic Nexus between Oil Revenues and Economic Growth in Nigeria
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 15 2019 Bertrand Groslambert , Devraj Basu and Wan Ni Lai
  Is tail risk the missing link between institutions and risk?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 02 2019 Benjamin M. Blau and Ryan J. Whitby
  The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects
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Apr 26 2019 Amélie Charles and Olivier Darné
  Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 02 2018 José César Cruz Junior , Daniel H D Capitani and Rodrigo L F Silveira
  The effect of Brazilian corn and soybean crop expansion on price and volatility transmission
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2018 Roman Mestre and Michel Terraza
  Time-Frequency varying beta estimation -a continuous wavelets approach-
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2018 Khaled Khaled , Amel Belanes and Sandrine Kablan
  The regional pricing of risk: An empirical investigation of the MENA Region
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 27 2018 Osamah Al-Khazali , Elie Bouri and David Roubaud
  The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 01 2017 Artem Meshcheryakov and Stoyu I Ivanov
  Investor's sentiment in predicting the Effective Federal Funds Rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2017 Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M
  The relationship between Output Uncertainty and Economic Growth-Evidence from India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2017 Simeon Ebechidi and Eleanya K. Nduka
  Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2017 Zoundi Zakaria
  Crude Oil Price Volatility and Domestic Price Responses in Developing Countries, Accounting for Asymmetry and Uncertainty
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 26 2017 Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku
  Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer
  Improved two-component tests in Beta-Skew-t-EGARCH models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 26 2017 Arzé Karam
  The effects of intraday news flow on market liquidity, price volatility and trading activity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 16 2017 Yoshiko Suzuki
  Return of the Japan premium in the abenomics period
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 05 2017 Angelo Salton and Regis A. Ely
  Uncertainty and growth: evidence of emerging and developed countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 14 2017 Elie Bouri , Imad Kachacha , Donald Lien and David Roubaud
  Short- and long-run causality across the implied volatility of crude oil and agricultural commodities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 05 2017 Nidhal Mgadmi and Khemaies Bougatef
  Modeling volatility of the French stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 26 2017 Tomomi Miyazaki and Haruo Kondoh
  Local Public Investment and Regional Business Cycle Fluctuations in Japan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 22 2017 Benjamín Vallejo Jiménez and Francisco Venegas Martínez
  Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 10 2016 Valeriya V. Lakshina and Andrey M. Silaev
  Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 28 2016 Khaled Guesmi , Nabila BOUKEF JLASSI , Ahmed Atil and Imen Haouet
  On the Influence of Oil Prices on Financial Variables
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 27 2016 Bala Dahiru Abdullahi
  Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 26 2016 Dimitrios Dimitriou
  Greek debt negotiations and VIX currency indices: A HYGARCH approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 09 2016 Guoying Deng , Manuel A Hernandez and Yaoguo Wu
  Price discovery and dynamics across housing developers in China
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 03 2016 Jamal Bouoiyour and Refk Selmi
  Bitcoin: a beginning of a new phase?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 08 2016 Afees A. Salisu
  Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 08 2016 Andreza A Palma
  Natural interest rate in Brazil: further evidence from an AR-trend-bound model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 29 2016 Andrew Phiri
  Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2016 Mohamed Arouri and David Roubaud
  On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 18 2015 Laudo Ogura and David T Yi
  Determinants of saving in U.S. nonprofit organizations
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2015 Mourad Zmami and Ousama Ben-Salha
  The adjustment of plant-level investment to exchange rate fluctuations in Tunisia: do the size and the ownership structure matter?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 02 2015 Yazmín V. Soriano-Morales , Francisco Venegas-Martínez and Benjamín Vallejo-Jiménez
  Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 02 2015 Katsuhiro Sugita
  Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 24 2015 Nikolaos Kourogenis
  Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2015 Jacques Jaussaud , Sophie Nivoix and Serge Rey
  The Great East Japan Earthquake and Stock Prices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Sidheswar Panda and Ranjan Kumar Mohanty
  Effects of Exchange Rate Volatility on Exports: Evidence from India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Michèle Breton and Mohammed Kharbach
  Collusion and demand volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Prateek Sharma and Swati Sharma
  Forecasting gains of robust realized variance estimators: evidence from European stock markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 05 2014 Wen-chung Guo and Ying-huei Chen
  Pricing of put warrants and competition among issuers
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 03 2014 Jamal Bouoiyour and Refk Selmi
  The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 20 2014 Mohamed Arouri , Christophe Rault and Frédéric Teulon
  Economic policy uncertainty, oil price shocks and GCC stock markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 06 2014 Chandan Sharma and Sunny K Singh
  Determinants of International Reserves: Empirical Evidence from Emerging Asia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 26 2014 Marcelo Griebeler
  Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 20 2014 Franck Martin and Jiangxingyun Zhang
  Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 08 2014 Márcio P. Laurini and Roberto B. Mauad
  The stochastic volatility model with random jumps and its application to BRL/USD exchange rate.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 23 2014 Kuang-Liang Chang and Ming-Hui Yen
  The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 31 2014 Khaled GUESMI and Salma FATTOUM
  The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2014 Jamal Bouoiyour and Refk Selmi
  Commodity price uncertainty and manufactured exports in Morocco and Tunisia: Some insights from a novel GARCH model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2014 Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee
  Spillover Effects of Chinese Stock Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2014 Fernando N. Oliveira
  The Market of Foreign Exchange Hedge in Brazil: Reaction of Financial Institutions to Interventions of the Central Bank
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 14 2014 Tobias R. Rühl and Michael Stein
  The impact of financial transaction taxes: Evidence from Italy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 31 2013 Maroula Khraiche and Jeffrey Gaudette
  FDI, Exchange Rate Volatility and Financial Development: Regional Differences In Emerging Economies
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 M. Hossein Partovi
  Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller
  A 10 min tick volatility analysis between the Ibovespa and the S&P500
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 16 2013 Jani Saastamoinen and Niko Suhonen
  Were the European short selling bans of 2011 effective?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 11 2013 Dirk Bleich , Ralf Fendel and Jan-Christoph Rülke
  Monetary Policy and Stock Market Volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 24 2013 Elie I Bouri
  Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2013 Jay Kathavate
  Corruption, aid volatility & growth
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 18 2013 Benoît Sévi and César Baena
  The explanatory power of signed jumps for the risk-return tradeoff
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 04 2013 Ben Zaied Younes
  A long-run analysis of residential water consumption
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 30 2013 Nicholas Herro and James Murray
  Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 08 2013 Aymen Ben Rejeb
  Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen
  Oil-stock volatility transmission, portfolio selection and hedging
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 26 2012 Keisuke Otsu
  How well can business cycle accounting account for business cycles?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 10 2012 Robert Czudaj and Joscha Beckmann
  Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 20 2012 Aymen Belgacem and Amine Lahiani
  More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 14 2012 Susan Sunila Sharma and Paresh Kumar Narayan
  Investment and oil price volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 12 2012 Ahamada Ibrahim and Boutahar Mohamed
  Power of the KPSS test against shift in variance: a further investigation.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 04 2012 Gaetano Lisi and Mauro Iacobini
  Measuring the Housing Price Dispersion in Italy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 01 2012 Roger Collet
  Household car use in France: a demographic and economic analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 23 2012 Shuichi Nagata
  Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2012 Benoît Sévi and César Baena
  A reassessment of the risk-return tradeoff at the daily horizon
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori
  Exploring the dynamic interdependence between gold and other financial markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 09 2011 Chia Ricky Chee-Jiun and Lim Shiok Ye
  Stock Market Anomalies in South Africa and its Neighbouring Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 24 2011 Ching-chin Chou and Show-lin Chen
  Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 12 2011 Khaled Guesmi
  What Drives the Regional Integration of Emerging Stock Markets?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2011 Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay
  The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 28 2011 Loredana Ureche-Rangau and Franck Speeg
  A simple method for variance shift detection at unknown time points
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 27 2011 Go Tamakoshi
  European sovereign debt crisis and linkage of long-term government bond yields
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2011 Tran MANH Tuyen
  Modeling Volatility Using GARCH Models: Evidence from Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta
  Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 06 2011 Caroline Duburcq and Eric Girardin
  The stabilization of foreign bank lending: A neglected benefit of hard pegs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 06 2011 Scott W Hegerty
  Do international capital flows smooth or transmit macroeconomic volatility? Time-series evidence from emerging markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 15 2011 Fardous Alom , Bert D Ward and Baiding Hu
  Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 20 2011 George Milunovich
  Measuring the Impact of the GFC on European Equity Markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2011 Sadek Melhem and Michel Terraza
  Onto Exchange Rate's Short Run Impact on Oil Prices Dynamics: An OPEC Members' perspective
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2011 Walid Chkili and Duc Khuong Nguyen
  Modeling the volatility of Mediterranean stock markets: a regime-switching approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 02 2011 Fernanda G Barba and Paulo S Ceretta
  Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 15 2011 Chaker Aloui Mr and Ben hamida Hela miss
  Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 14 2011 François Benhmad
  A wavelet analysis of oil price volatility dynamic
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 14 2011 François Benhmad
  Noise traders or Fundamentalists? A Wavelet approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 17 2011 Mazhar Yasin mughal and Farid Makhlouf
  Volatility of Remittances to Pakistan: What do the Data Tell?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 14 2011 Peter Karpestam and Fredrik NG Andersson
  A flexible CO2 targeting regime
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 07 2011 Sacha Bourgeois-gironde and Anne Corcos
  Discriminating strategic reciprocity and acquired trust in the repeated trust-game
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan
  Long Memory Features in Return and Volatility of the Malaysian Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 08 2010 Kamel malik Bensafta
  Non-stationary Variance and Volatility Causality
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 03 2010 George Milunovich and Ronald Ripple
  Crude Oil Volatility: Hedgers or Investors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 09 2010 Haifeng Xu and Shigeyuki Hamori
  Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 28 2010 Jean-michel Sahut
  A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 27 2010 Thomas Grennes , Pablo Guerron-quintana and Asli Leblebicioglu
  Economic Development and Volatility among the States
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora
  Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 16 2010 Dean Fantazzini
  Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 12 2010 Tho D.Q. Nguyen and Jian Wu
  Spillover impacts of the US macroeconomic news: Australian sectoral perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 15 2010 Julien Chevallier
  Volatility forecasting of carbon prices using factor models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 03 2010 Sisi Zhang
  Recent Trends in Household Income Dynamics for the United States, Germany and Great Britain
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 27 2010 Cesar R Sobrino
  The Effects of Inflation Targeting on the Current Account: An Empirical Examination
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2010 Yves Jegourel and Samuel Maveyraud
  A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 18 2010 Meixing Dai
  Financial volatility and optimal instrument choice: A revisit to Poole's analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 29 2010 Yen-Chen Chiu
  Industry Concentration and Cash Flow at Risk
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 13 2010 Frederik Lundtofte
  Implied volatility and risk aversion in a simple model with uncertain growth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2009 António Afonso and Davide Furceri
  Sectoral Business Cycle Synchronization in the European Union
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 24 2009 Chandan Sharma
  Does Full Sterilization Feasible in Era of Excess Volatility: Evidence from India
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 13 2009 Manish Kumar
  A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 29 2009 Mei-yin Lin and Hui-hua Wang
  What Causes the Volatility of the Balancing Item?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 29 2009 Helena Veiga
  Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Oct 26 2009 Hans Byström
  News aggregators, volatility and the stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 16 2009 Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang
  The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2009 Olivier Damette
  Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 25 2009 Neil Bania and Laura Leete
  Monthly household income volatility in the U.S., 1991/92 vs. 2002/03
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 29 2009 Chee-keong Choong Ph.D and Venus khim-sen Liew Ph.D
  Impact of foreign direct investment volatility on economic growth of asean-5 countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 05 2009 Ching-Chun Wei
  An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 28 2009 Estela Sáenz , María Dolores Gadea and Marcela Sabaté
  Measuring the external risk in the United Kingdom
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 15 2009 Daniel Danau
  A note on fixed and flexible-term contracts
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 04 2009 Jim Lee
  Food and Energy Prices in Core Inflation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 03 2009 C. emre Alper and Orhan Torul
  Asymmetric adjustment of retail gasoline prices in turkey to world crude oil price changes: the role of taxes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 27 2009 Eurilton Araujo
  Supply-side effects of monetary policy and the central bank's objective function
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2009 Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta
  Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 01 2009 Anthony N Rezitis and Konstantinos S Stavropoulos
  Modeling sheep supply response under asymmetric price volatility and cap reforms
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2009 Chia-Cheng Ho , Su-Yin Cheng and Han Hou
  Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 13 2009 Shiba Suzuki
  Risks after disasters: a note on the effects of precautionary saving on equity premiums
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 05 2009 Helena Veiga
  Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 28 2008 Wan-Hsiu Cheng
  Overestimation in the Traditional GARCH Model During Jump Periods
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 14 2008 William Shambora and Shamila Jayasuriya
  The world is shrinking: Evidence for stock market convergence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2008 Ching-Chun Wei
  Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2008 Ching-Chun Wei
  The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 01 2008 Mark J. Holmes and Sayeeda Bano
  On openness and real exchange rate volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2008 Chrysost Bangaké
  Exchange Rate Volatility and Optimum Currency Area: Evidence from Africa
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 06 2008 Duc NGUYEN
  An empirical analysis of structural changes in emerging market volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 27 2008 Shyh-Wei Chen
  Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 28 2008 Rebecca Neumann and Ron Penl
  Volatile capital flows: Interactions between de jure and de facto financial liberalization
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 22 2008 Davide Furceri and Georgios Karras
  Business cycle volatility and country zize :evidence for a sample of OECD countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 17 2007 Matei Demetrescu
  Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 09 2007 Lawrence Uren
  Entrepreneurship and labour market fluctuations
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 09 2007 Mark J. Holmes
  Is a more stable exchange rate associated with reduced exchange rate pass-through?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 21 2007 Bonnie Wilson , Jac Heckelman and Dennis Coates
  Special-Interest Groups and Volatility
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 02 2007 Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao
  Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 15 2007 Yen-Hsien Lee and Chien-Liang Chiu
  The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 12 2007 Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin
  The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 27 2007 Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang
  Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 10 2007 Stefan Norrbin and Onsurang Pipatchaipoom
  Is the real dollar rate highly volatile?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 06 2006 Jonas Andersson
  Searching for the DGP when forecasting - Is it always meaningful for small samples?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 08 2006 Attila Ratfai
  How Fast Is Convergence to the Law of One Price? Very
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2006 Erdal Atukeren and Aylin Seçkin
  Art and the Economy: A First Look at the Market for Paintings in Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2006 Fulvia Focker and Umberto Triacca
  A new proxy of the average volatility of a basket of returns: A Monte Carlo study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 06 2005 Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos
  Evaluating Brazilian mutual funds with stochastic frontiers
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 01 2005 Venus Khim-Sen Liew and Terence Tai-leung Chong
  Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 25 2004 M. Hossein Partovi and Michael Caputo
  Principal Portfolios: Recasting the Efficient Frontier
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 08 2004 Taro Kanatani
  Integrated volatility measuring from unevenly sampled observations
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Aug 25 2004 Frank Westerhoff and Sebastiano Manzan
  Does liquidity in the FX market depend on volatility?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 09 2004 Udo Broll and Jack E. Wahl
  Optimal hedge ratio and elasticity of risk aversion
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 04 2004 Chongcheul Cheong
  Does the risk of exchange rate fluctuation really affect international trade flows between countries?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2004 Simon Grant and John Quiggin
  Noise Trader Risk and the Welfare Effects of Privatization
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 19 2004 AHAMADA IBRAHIM
  A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 12 2003 AHAMADA IBRAHIM
  Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 23 2003 Kyongwook Choi , William Shambora and Chulho Jung
  Macroeconomic Effects of Inflation Targeting Policy in New Zealand
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 02 2003 Corrado Di Guilmi , Mauro Gallegati and Edoardo Gaffeo
  Power Law Scaling in the World Income Distribution
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
Sep 05 2002 Yi-Ting Chen
  On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 23 2001 João Amaro de Matos and Paula Antão
  Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid
  Abstract  Contact Information  Citation  Full Text  -  Note