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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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The fragility of market risk insurance
Koijen, Ralph S. J.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 815-862
Persistent link: https://www.econbiz.de/10013190462
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
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Asset-pricing tests under alternative distributions
Zhou, Guofu - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
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Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
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The future of the Dollar-Euro exchange rate
Neaime, Simon; Paschakis, John - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10001716507
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Who drove and burst the tech bubble?
Griffin, John M.; Harris, Jeffrey H.; Shu, Tao; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1251-1290
Persistent link: https://www.econbiz.de/10009267693