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~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Quantitative finance"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Inflationsrate"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Fractional integration
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536
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347
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Portfolio selection
260
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
International journal of finance & economics : IJFE
Quantitative finance
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
863
Energy economics
725
Finance research letters
628
Applied economics
561
Intereconomics : review of European economic policy
509
Economic modelling
471
International review of economics & finance : IREF
440
International review of financial analysis
435
Journal of banking & finance
409
Journal of development economics
365
The journal of futures markets
361
Applied economics letters
360
Economics letters
346
The North American journal of economics and finance : a journal of financial economics studies
346
Journal of econometrics
328
Research in international business and finance
319
Journal of international development : the journal of the Development Studies Association
312
Journal of international money and finance
310
Applied financial economics
280
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269
Journal of empirical finance
267
International journal of theoretical and applied finance
245
International Journal of Energy Economics and Policy : IJEEP
233
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
232
Journal of risk and financial management : JRFM
223
The journal of development studies : JDS
211
Journal of financial economics
188
The world economy : the leading journal on international economic relations
183
Development policy review
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Pacific-Basin finance journal
177
Journal of economic dynamics & control
174
International journal of economics and financial issues : IJEFI
171
Cogent economics & finance
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
The European journal of finance
163
International journal of forecasting
159
International journal of economics and finance
158
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
3
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
5
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
6
Cryptocurrencies in an uncertain world : comprehensive insights from a wide range of uncertainty indices
Ngo Thai Hung
;
Toan Luu Duc Huynh
;
Nasir, Muhammad Ali
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3811-3825
Persistent link: https://www.econbiz.de/10014635446
Saved in:
7
Deposit-borrowing substitutability : evidence from microfinance institutions around the world
Shettima, Usman
;
Dzolkarnaini, Nazam
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3326-3343
Persistent link: https://www.econbiz.de/10014635332
Saved in:
8
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
9
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
Saved in:
10
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
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