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~person:"Elyasiani, Elyas"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Elyasiani, Elyas
Gupta, Rangan
28
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18
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17
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16
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15
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14
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7
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7
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7
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ECONIS (ZBW)
7
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1
Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model
Elyasiani, Elyas
;
Mansur, Iqbal
- In:
Journal of financial stability
28
(
2017
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011825507
Saved in:
2
Return and volatility spillover among banks and insurers : evidence from pre-crisis and crisis periods
Elyasiani, Elyas
;
Kalotychou, Elena
;
Staikouras, Sotiris K.
- In:
Journal of financial services research : JFSR
48
(
2015
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10011414081
Saved in:
3
Oil price shocks and industry stock returns
Elyasiani, Elyas
;
Mansur, Iqbal
;
Odusami, Babatunde Olatunji
- In:
Energy economics
33
(
2011
)
5
,
pp. 966-974
Persistent link: https://www.econbiz.de/10009382970
Saved in:
4
Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas
;
Mansur, Iqbal
;
Wetmore, Jill L.
- In:
The journal of real estate finance and economics
40
(
2010
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
Saved in:
5
Market risk, interest rate risk, and interdependencies in insurer stock returns : a system-GARCH model
Carson, James M.
;
Elyasiani, Elyas
;
Mansur, Iqbal
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
4
,
pp. 873-891
Persistent link: https://www.econbiz.de/10003790355
Saved in:
6
Convergence and risk-return linkages across financial service firms
Elyasiani, Elyas
;
Mansur, Iqbal
;
Pagano, Michael S.
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1167-1190
Persistent link: https://www.econbiz.de/10003459177
Saved in:
7
Mean aversion and return predictability in currency futures
Puri, Tribhuvan N.
;
Elyasiani, Elyas
;
Westbrook, Jilleen R.
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10001646082
Saved in:
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