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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
- 2020
-
Mark
Flight-to-safety and the risk-return trade-off : European evidence
(
- Contribution to journal › Article
-
Mark
The economic value of VIX ETPs
(
- Contribution to journal › Article
-
Mark
Mutual fund selection for realistically short samples
(
- Contribution to journal › Article
- 2019
-
Mark
Predicting bond betas using macro-finance variables
(
- Contribution to journal › Article
-
Mark
Negative house price co-movements and US recessions
(
- Contribution to journal › Article
-
Mark
Idiosyncratic volatility puzzle : influence of macro-finance factors
(
- 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