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Return volatility, correlation, and hedging of green and brown stocks
is there a role for climate risk factors? -
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
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Geopolitical risk and inflation spillovers across European and North American economies
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Housing search activity and quantiles-based predictability of housing price movements in the United States
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Energy-related uncertainty and international stock market volatility
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Multi-layer spillovers between volatility and skewness in international stock markets over a century of data
the role of disaster risks -
Oil price returns skewness and forecastability of international stock returns over one century of data
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Forecasting volatility of commodity, currency, and stock markets
evidence from Markov switching multifractal models -
Forecasting the conditional distribution of realized volatility of oil price returns
the role of skewness over 1859 to 2023 -
Fiscal policy and stock markets at the effective lower bound
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Stock market volatility and multi-scale positive and negative bubbles
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Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country
the case of India -
Technological shocks and stock market volatility over a century
a GARCHMIDAS approach -
Realized stock market volatility of the United States
the role of employee sentiment -
Financial stress and realized volatility
the case of agricultural commodities -
The predictive impact of climate risk on total factor productivity growth
1880-2020 -
Effect of temperature on the spread of contagious diseases
evidence from over 2000 years of data -
Climate risks and stock market volatility over a century in an emerging market economy
the case of South Africa -
Gold-to-platinum price ratio and the predictability of bubbles in financial markets
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Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries
the role of oil price uncertainty -
Comparing risk profiles of international stock markets as functional data
COVID-19 versus the global financial crisis -
Forecasting international financial stress
the role of climate risks -
Economic conditions and predictability of US stock returns volatility
local factor versus national factor in a GARCH-MIDAS model -
Time-varying effects of extreme weather shocks on output growth of the United States
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Stock market bubbles and the realized volatility of oil price returns