Results 301 to 309 of about 4,493 (309)

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance, 2012
Lukas Menkhoff, Lucio Sarno, Maik Schmeling   +2 more
exaly  

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  

Do ETFs Increase Volatility?

Journal of Finance, 2018
Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi   +2 more
exaly  

Volatility‐Managed Portfolios

Journal of Finance, 2017
Alan Moreira, Tyler Muir
exaly  

Volatility Spillover in Chinese Financial Sector

SSRN Electronic Journal, 2023
openaire   +1 more source

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  

Asymmetric Price Transmission and Volatility Spillovers

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

The Impact of Jumps in Volatility and Returns

Journal of Finance, 2003
Michael Johannes
exaly  

Robustness of Volatility Spillover Measures

Alexey Faizliev, Vladimir Balash
openaire   +1 more source