1. A change in the time-varying correlation between oil prices and the stock market. Issue 7 (16th April 2019) Authors: Jones, Paul M.; Collins, Luke Journal: Applied economics letters Issue: Volume 26:Issue 7(2019) Page Start: 537 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Directional time-varying partial correlation with the Gaussian copula–DCC–GARCH model. Issue 41 (2nd September 2018) Authors: Kim, Jong-Min; Jung, Hojin Journal: Applied economics Issue: Volume 50:Issue 41(2018) Page Start: 4418 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data. Issue 16 (19th September 2020) Authors: Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric Journal: Applied economics letters Issue: Volume 27:Issue 16(2020) Page Start: 1305 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data. Issue 16 (19th September 2020) Authors: Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric Journal: Applied economics letters Issue: Volume 27:Issue 16(2020) Page Start: 1305 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗