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Empirical Analysis of Credit R...
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Applied economics letters
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1
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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2
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Saved in:
3
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
4
Limits to arbitrage and CDS-bond dynamics around the financial crisis
Chalamandaris, George
;
Pagratis, Spyros
- In:
Journal of empirical finance
54
(
2019
),
pp. 213-235
Persistent link: https://www.econbiz.de/10012174829
Saved in:
5
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
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6
Stock liquidity and the Taylor rule
Jiang, Lei
- In:
Journal of empirical finance
28
(
2014
),
pp. 202-214
Persistent link: https://www.econbiz.de/10011285067
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7
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
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8
The effects of non-trading on the
illiquidity
ratio
Chelley-Steeleya, Patricia L.
;
Lambertides, Neophytos
; …
- In:
Journal of empirical finance
34
(
2015
),
pp. 204-228
Persistent link: https://www.econbiz.de/10011557118
Saved in:
9
The impact of policy responses on stock liquidity
Busch, Thomas
;
Lehnert, Thorsten
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 842-845
Persistent link: https://www.econbiz.de/10010416230
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10
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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