Results 301 to 310 of about 35,893 (313)

The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

Energy Economics, 2016
Aktham Maghyereh, Basel Awartani, Elie Bouri   +2 more
exaly  

Geopolitical risk and oil volatility: A new insight

Energy Economics, 2019
Yaojie Zhang
exaly  

High idiosyncratic volatility and low returns: International and further U.S. evidence

Journal of Financial Economics, 2009
Robert J Hodrick, Yuhang Xing, Xiaoyan Zhang   +2 more
exaly  

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Journal of Finance, 2015
Robert F Stambaugh, Jianfeng Yu, Yu Yuan
exaly  

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

Volatility spillover between oil and agricultural commodity markets

Energy Economics, 2013
Saban Nazlioglu, Ugur Soytas
exaly  

Volatility Spillover in Chinese Financial Sector

SSRN Electronic Journal, 2023
openaire   +1 more source

News implied volatility and disaster concerns

Journal of Financial Economics, 2017
Asaf Manela, Alan Moreira
exaly  

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

Energy Economics, 2018
Fenghua Wen
exaly  

Asymmetric Price Transmission and Volatility Spillovers

2014
Zhen, Miao, Qiu, Feng, Rude, James, Unterschultz, James   +3 more
openaire   +3 more sources