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Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed; Selmi, Refk; Mensi, Walid; Ko, Hee-Un; … - In: The quarterly review of economics and finance 93 (2024), pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
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Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 41 (2017), pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam; Mikutowski, Mateusz; Karathanasopoulos, … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
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Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong; Long, Yijia; Long, Huaigang; Zaremba, Adam; … - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
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Size, value, profitability, and investment effects in international stock returns : are they really there?
Cakici, Nusret; Zaremba, Adam - In: The journal of investing : JOI 30 (2021) 4, pp. 65-86
Persistent link: https://www.econbiz.de/10012613131
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Opposites attract : combining alpha momentum and alpha reversal in international equity markets
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: The journal of investing : JOI 29 (2020) 3, pp. 38-62
Persistent link: https://www.econbiz.de/10013177472
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A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Empirica : journal of european economics 47 (2020) 3, pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
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Asymmetric dynamics of insurance premium : the impact of monetary policy uncertainty on insurance premiums in Japan
Balcilar, Mehmet; Olasehinde-Williams, Godwin Oluseye; … - In: International journal of monetary economics and finance 12 (2019) 3, pp. 233-247
Persistent link: https://www.econbiz.de/10012116071
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid; Kamal, Md Rajib; Xuan Vinh Vo; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014485327