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person:"McAleer, Michael"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Caballero, Ricardo J."
~person:"Spagnolo, Fabio"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Volatility
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6
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3
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Risk management
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2
Derivat
2
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McAleer, Michael
Caballero, Ricardo J.
Spagnolo, Fabio
Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
Wohar, Mark E.
6
Xuan Vinh Vo
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Zhuang, Xintian
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Dai, Zhifeng
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Hau, Liya
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Qiao, Gaoxiu
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Ur Rehman, Mobeen
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Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Ho, Kin-Yip
3
Jung, Hojin
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Kim, Dong H.
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Kim, Jong-Min
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Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
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Li, Shaoyu
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Li, Yanshuang
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Lien, Da-hsiang Donald
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Liu, Qiang
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Ma, Yong
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Ryu, Doojin
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Su, Xianfang
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3
Wang, Xiangning
3
Yoon, Seong-min
3
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3
Zhang, Zhaoyong
3
Al-Jarrah, Idries Mohammad Wanas
2
Asai, Manabu
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Econometric reviews
13
Tinbergen Institute Discussion Paper
10
CESifo working papers
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Journal of econometrics
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Economics and finance working paper series
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Massachusetts Institute of Technology Department of Economics working paper series : working paper
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Finance research letters
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Risks : open access journal
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The econometrics journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
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Working paper / Massachusetts Institute of Technology, Department of Economics
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Economia : journal of the Latin American and Caribbean Economic Association
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1
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
6
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
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