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- 2023
-
Mark
The effect of uncertainty on stock market volatility and correlation
(
- Contribution to journal › Article
- 2021
-
Mark
Long- and short-run components of factor betas : Implications for stock pricing
(
- Contribution to journal › Article
- 2018
-
Mark
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
2018)(
- Other contribution › Miscellaneous
- 2016
-
Mark
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
(
- Contribution to journal › Article
-
Mark
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
(
- Working paper/Preprint › Working paper
- 2015
-
Mark
Effects of macroeconomic uncertainty on the stock and bond markets
(
- Contribution to journal › Article
- 2014
-
Mark
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
- 2013
-
Mark
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach
(
- Contribution to journal › Article
-
Mark
Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2011
-
Mark
Essays on Financial Market Volatility
2011)(
- Thesis › Doctoral thesis (monograph)