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Hedging (2)
Heterogeneous autoregressive realized volatility (HAR-RV) (2)
Heterogenous autoregressive (HAR)-RV model (2)
Higher-order nonparametric causality in quantiles test (2)
Housing returns and volatility (2)
Investor happiness (2)
Jumps (2)
Latin America (2)
Linear and nonlinear causality (2)
Out-of-sample forecasts (2)
Realized volatility (2)
Sentiment spillovers (2)
Stock market volatility (2)
Abnormal returns (1)
ARCH-expectile model with conditional autoregressive structure (CAR-ARCHE) (1)
Asset classes (1)
Asymmetry (1)
Aversion (1)
Bayesian dynamic learning (1)
Bond (1)
Bond and oil markets (1)
Bond premia (1)
Brazil, Russia, India, China and South Africa (BRICS) (1)
Business cycles (1)
Causality-in-quantiles test (1)
Co-jumps (1)
Contagion (1)
Contagious diseases (1)
Contrarian effect (1)
COVID-19 outbreak (1)
Crude oil (1)
Crude oil realized volatility (1)
Cryptocurrency market (1)
Developed and emerging stock markets (1)
Downside risk spillover (1)
Dynamic conditional correlation-generalized autoregressive conditional heteroscedasticity (DCC-GARCH) (1)
Economic sentiment (1)
Economic uncertainty related queries (1)
El Niño (1)
El Niño-Southern Oscillation (1)
Energy and non-energy commodities (1)
Energy markets volatility (1)
ENSO cycle (1)
Environmental, social, governance (ESG) (1)
Equities (1)
Equity (1)
Equity markets (1)
Exchange rate forecasting (1)
Expectile VaR (1)
Factor models (1)
Financial crises (1)
Financial market uncertainty (1)
Financial markets (1)
Financial markets contagion (1)
GARCH-MIDAS (1)
GARCH-MIDAS model (1)
Generalized autoregressive conditional heteroskedasticity (GARCH) (1)
Geopolitical risks (GPRs) (1)
Global vector autoregressive (GVAR) (1)
Gold market volatility (1)
Gold price (1)
Gold-platinum price ratio (1)
Heterogeneous autoregressive realized variance (HAR-RV) (1)
Heterogeneous autoregressive realized volatility model (HAR-RV) (1)
Higher-order nonparametric causality-in-quantiles test (1)
Housing returns (1)
Inflation hedging property (1)
International stock markets (1)
Investor herding (1)
La Niña (1)
Least absolute shrinkage and selection operator (LASSO) (1)
Local Gaussian correlation (1)
Machine learning (1)
Macroeconomic news (1)
Major oil exporters and importers (1)
Markov-switching model (1)
Metropolitan statistical areas (MSAs) (1)
Mixed frequency (1)
Mixed-frequency (1)
Momentum effect (1)
Monetary policy uncertainty (MPU) (1)
Mortgage default risks (1)
Oil market uncertainty (1)
Oil price (1)
Opec news (1)
Ordinary least square (OLS) regression (1)
Organization of the petroleum exporting countries (OPEC) (1)
Out-of-sample predictability (1)
Panel HAR-RV model (1)
Portfolio diversification (1)
Precious metals volatility (1)
Predictive quantile regression model (1)
Price spillover (1)
Probability of fatality (1)
Quantile-on-quantile approach (1)
Quantile-on-quantile regression (1)
Random forests (1)
Rare disaster risks (1)
Real estate investment trust (REIT) (1)
Real estate investments trust (REIT) (1)