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Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
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Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
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Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.; Akanni, Lateef O.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
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The role of investor sentiment in the long-term correlation between U.S. stock and bond markets
Fang, Libing; Yu, Honghai; Huang, Yingbo - In: International review of economics & finance : IREF 58 (2018), pp. 127-139
Persistent link: https://www.econbiz.de/10012034198
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Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets : evidence from the continuous wavelet analyses
Chen, Mei-Ping; Chen, Wen-Yi; Tseng, Tseng-Chan - In: International review of economics & finance : IREF 49 (2017), pp. 484-498
Persistent link: https://www.econbiz.de/10011748685
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Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
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The Use of Risk Budgets in Portfolio Optimization
Unger, Albina - 2015
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...
Persistent link: https://www.econbiz.de/10014021208
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The budgets of wars : analysis of the US defense stocks in the Post-Cold War era
Gurdgiev, Constantin; Henrichsen, Aaron; Mulhair, Andrew - In: International review of economics & finance : IREF 82 (2022), pp. 335-346
Persistent link: https://www.econbiz.de/10013543140
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Handelsvolumen auf Aktienmärkten : Univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland (contributor) - 2008
Statistische Eigenschaften von Handelsvolumina auf Aktienmärkten -- Theoretische Analysen zur Rolle des Handelsvolumens auf Aktienmärkten -- Kontemporärer Zusammenhang zwischen Aktienrenditen und Handelsvolumina -- Ereignisinduzierte Marktreaktionen: Preis- und Volumenseffekte am Beispiel von...
Persistent link: https://www.econbiz.de/10013516987
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Stock market volatility prediction : evidence from a new bagging model
Luo, Qin; Bu, Jinfeng; Xu, Weiju; Huang, Dengshi - In: International review of economics & finance : IREF 87 (2023), pp. 445-456
Persistent link: https://www.econbiz.de/10014472410