Browsing by Subject volatility
Showing results 1 to 8 of 8
Issue Date | Title | Author(s) |
---|---|---|
1-Jan-2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility: A Two-Stage DCC-EGARCH Model Analysis | Ampountolas, A |
12-Nov-2019 | Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis | Babalos, V; Caporale, GM; Spagnolo, N |
1-Jan-2018 | Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis | Caporale, GM; Skare, M |
2022 | Models of Option Pricing | Shao, J; Joseph, N; El-Masry, A |
22-Mar-2024 | Persistence in European Stock Market Returns and Volatility | Caporale, GM; Rubio-Bezares, A; Gil-Alana, LA |
Feb-2025 | US Futures Markets Interconnectedness During Crisis Periods | Almajali, A; Kartsaklas, A |
23-May-2024 | US Municipal Green Bonds and Financial Integration | Caporale, GM; Spagnolo, N |
30-Jun-2019 | Volatility Persistence In The Russian Stock Market | Caporale, GM; Gil-Alana, LA; Tripathy, T |