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Decomposing European bond and equity volatility

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References

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874 cited

1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited

1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited

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2017Co-movement between equity and bond markets23 cited
2021Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK22 cited
2008Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model17 cited