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Business cycles, financial crises, and stock volatility : Reply to Shiller. (1989). Schwert, G..
In: Carnegie-Rochester Conference Series on Public Policy.
RePEc:eee:crcspp:v:31:y:1989:i::p:133-137.

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    In: Econometrics and Statistics.
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  2. Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M.
    In: Journal of Financial Economics.
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  3. Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis.
    In: Journal of Empirical Finance.
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  4. Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices. (2022). Umar, Muhammad ; Guo, Xiaozhu ; Luo, Qin ; Zhang, Lixia.
    In: Resources Policy.
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  5. Macroeconomic attention, economic policy uncertainty, and stock volatility predictability. (2022). Chevallier, Julien ; Huang, Dengshi ; Guo, Yangli ; Ma, Feng.
    In: International Review of Financial Analysis.
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  6. Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta.
    In: Economic Modelling.
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  7. Hedging macroeconomic and financial uncertainty and volatility. (2021). Kelly, Bryan ; Giglio, Stefano ; Dew-Becker, Ian.
    In: Journal of Financial Economics.
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  8. Perceptions of the threat to national security and the stock market. (2021). Lambe, Brendan J ; Wisniewski, Tomasz Piotr.
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  9. Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi.
    In: Economic Modelling.
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  10. Historical volatility of advanced equity markets: The role of local and global crises. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Goswami, Samrat.
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  11. Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan.
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  12. Implied volatility and the cross section of stock returns in the UK. (2019). Agarwal, Vineet ; Chandorkar, Pankaj ; Poshakwale, Sunil S.
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  13. Temporary price trends in the stock market with rational agents. (2018). Ichkitidze, Yuri .
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  17. The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade.
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  18. Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien.
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  19. Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G.
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  20. The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun .
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  21. Systemic risk and the macroeconomy: An empirical evaluation. (2016). Pruitt, Seth ; Giglio, Stefano ; Kelly, Bryan.
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  22. Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B.
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  23. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
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  24. Stock market liquidity and economic cycles: A non-linear approach. (2016). Switzer, Lorne ; Picard, Alan .
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  25. Empirical analysis of stock indices under a regime-switching model with dependent jump size risks. (2016). Hsu, Yuan-Lin ; Huang, Tzu-Hui ; Hung, Ming-Chin ; Lin, Shih-Kuei.
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  26. Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets. (2016). Todea, Alexandru.
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  27. A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates. (2015). Balcilar, Mehmet ; Asaba, Nwin-Anefo Fru ; Hammoudeh, Shawkat.
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  28. Stock market volatility and international business cycle dynamics: Evidence from OECD economies. (2015). Vu, Nam.
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  29. Liquidity shocks and stock bubbles. (2015). Nneji, Ogonna .
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  30. An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh.
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  31. Regime switching model of US crude oil and stock market prices: 1859 to 2013. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  34. What does financial volatility tell us about macroeconomic fluctuations?. (2015). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
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  35. Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns. (2014). MORANA, CLAUDIO.
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  36. What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet.
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  37. Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet.
    In: Journal of International Financial Markets, Institutions and Money.
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  38. The changing macroeconomic response to stock market volatility shocks. (2012). Giuliodori, Massimo ; Beetsma, Roel.
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  39. Stock market momentum, business conditions, and GARCH option pricing models. (2011). Huang, Hsin-Yi ; Chiang, Min-Hsien .
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  40. Modeling volatility with time-varying FIGARCH models. (2011). Boutahary, Mohamed ; Belkhouja, Mustapha.
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  43. The Performance of Socially Responsible Investments Across Different Market Regimes. (2010). Roca, Eduardo ; Cheung, Adrian (Wai-Kong) ; WK Adrian Cheung, ; Li, Huimin.
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  44. Identifying the effects of a lender of last resort on financial markets: Lessons from the founding of the fed. (2010). Bernstein, Asaf ; Weidenmier, Marc D. ; Hughson, Eric.
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  48. Idiosyncratic risk matters! A regime switching approach. (2009). Angelidis, Timotheos ; Tessaromatis, Nikolaos.
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  51. Asymmetric stock market volatility and the cyclical behavior of expected returns. (2007). Mele, Antonio.
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  53. Volatility in an era of reduced uncertainty: Lessons from Pax Britannica. (2006). Burdekin, Richard ; Brown, William Jr., ; Weidenmier, Marc D..
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  54. Estimating the market risk premium. (2004). Mayfield, Scott E..
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