Author:
Hammoudeh Shawkat,Yuan Yuan
Subject
General Energy,Economics and Econometrics
Reference25 articles.
1. The federal funds rate and channels of monetary transmission;Bernanke;American Economic Review,1992
2. Studies of stock price volatility changes;Black,1976
3. The myth of co-moving commodity prices;Cashin,1999
4. Volatility persistence and stock valuations: some empirical evidence using GARCH;Chou;Journal of Applied Econometrics,1988
5. The stochastic behavior of common stock variances: value, leverage and interest rate effects;Christie;Journal of Financial Economics,1982
Cited by
271 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献