Narrow search
Showing 91 - 100 of 205
Cover Image
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi; Wei, Yu; Liu, Jiapeng; Zhang, Ting - In: International review of economics & finance : IREF 54 (2018), pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Cover Image
Portfolio choice with stochastic interest rates and learning about stock return predictability
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: International review of economics & finance : IREF 41 (2016), pp. 347-370
Persistent link: https://www.econbiz.de/10011624748
Cover Image
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang - In: International review of economics & finance : IREF 42 (2016), pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Cover Image
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Cover Image
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-man - In: International review of economics & finance : IREF 42 (2016), pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Cover Image
Stock returns and economic fundamentals in an emerging market : an empirical investigation of domestic and global market forces
Chiang, Thomas C.; Chen, Xiaoyu - In: International review of economics & finance : IREF 43 (2016), pp. 107-120
Persistent link: https://www.econbiz.de/10011625549
Cover Image
Pairs trading : the performance of a stochastic spread model with regime switching-evidence from the S&P 500
Yang, Jen-Wei; Tsai, Shu-Yu; Shyu, So-De; Chang, Chia-Chien - In: International review of economics & finance : IREF 43 (2016), pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
Cover Image
Share issuance and equity returns in Borsa Istanbul
Atilgan, Yigit; Demirtas, K. Ozgur; Erdogan, Alper - In: International review of economics & finance : IREF 43 (2016), pp. 320-333
Persistent link: https://www.econbiz.de/10011625715
Cover Image
Do stock returns provide a good hedge against inflation? : an empirical assessment using Turkish data during periods of structural change
Aktürk, Halit - In: International review of economics & finance : IREF 45 (2016), pp. 230-246
Persistent link: https://www.econbiz.de/10011626351
Cover Image
Macroeconomic factors and the cross-section of commodity futures returns
Shang, Hua; Ping, Yuan; Huang, Lin - In: International review of economics & finance : IREF 45 (2016), pp. 316-332
Persistent link: https://www.econbiz.de/10011626418