The impact of sudden changes on the persistence of volatility: evidence from the BRIC countries
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- Charles, Amélie & Darné, Olivier, 2014. "Volatility persistence in crude oil markets," Energy Policy, Elsevier, vol. 65(C), pages 729-742.
- F. Dilvin TaÅŸkin & Efe Ã‡aÄŸlar Ã‡aÄŸlÄ± & Umut HalaÃ§, 2016. "The impact of oil price shocks on the volatility of the Turkish stock market," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 6(1), pages 1-23.
- Charles, Amélie & Darné, Olivier, 2014.
"Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013,"
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- Amélie Charles & Olivier Darné, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Post-Print hal-01122507, HAL.
- Todea, Alexandru & Platon, Diana, 2012. "Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 38-51, June.
- Charles, Amélie & Darné, Olivier & Pop, Adrian, 2015.
"Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes,"
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- Amélie Charles & Olivier Darné & Adrian Pop, 2015. "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Post-Print hal-01153899, HAL.
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"Time-varying global and local sources of market and currency risks in Russian stock market,"
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- Saleem, Kashif & Vaihekoski, Mika, 2007. "Time-varying global and local sources of risk in Russian stock market," MPRA Paper 5787, University Library of Munich, Germany.
- KARGI, Bilal, 2014. "Structural Breakage and Long Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries (1962-2012)," MPRA Paper 57106, University Library of Munich, Germany.
- Hassan Heidari & Salih Turan Katircioglu & Sahar Bashiri, 2013. "Inflation, inflation uncertainty and growth in the Iranian economy: an application of BGARCH-M model with BEKK approach," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(5), pages 819-832, November.
- Kargi, Bilal, 2014. "Structural Breakage and Long-term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 431-442.
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