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Results 1-10 of 14 (Search time: 0.027 seconds).
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Issue DateTitleAuthor(s)
Jan-2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH modelsCaporale, GM; Zekokh, T
2019Bitcoin fluctuations and the frequency of price overreactionsCaporale, GM; Plastun, A; Oliinyk, V
2019Long memory and data frequency in financial marketsCaporale, GM; Gil-Alana, L; Plastun, A
5-Jul-2019Can money buy EU love?Fidrmuc, J; Hulényi, M; Tunalı, ÇB
2019The impact of business and political news on the GCC stock marketsAl-Maadid, A; Caporale, G; Spagnolo, F; Spagnolo, N
13-Dec-2019Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean AnalysisBabalos, V; Caporale, GM; Spagnolo, N
2019Political Tension and Stock Markets in the Arabian PeninsulaAl-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N
2019Energy consumption in the GCC countries: evidence on persistenceCaporale, GM; Gil-Alana, L; Monge, M
5-Dec-2019Hedge fund strategies: A non-parametric analysisCanepa, A; de la O. González, M; Skinner, FS
3-Sep-2019Discretionary tone, annual earnings and market returns: Evidence from UK Interim Management StatementsRahman, S