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Conditional market beta for REITs : a comparison of modeling techniques
Zhou, Jian - In: Economic modelling 30 (2013), pp. 196-204
Persistent link: https://www.econbiz.de/10009703687
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Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui; Du, Jiangze; An, Yunbi; Zhang, Jinqing - In: Economic modelling 96 (2021), pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
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Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza; Arshad, Shaista - In: Economic modelling 70 (2018), pp. 561-570
Persistent link: https://www.econbiz.de/10012027984
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Does systematic risk change when markets close? : an analysis using stocks' beta
Insana, Alessandra - In: Economic modelling 109 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013348240
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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Extremes, return level and identification of currency crises
Qin, Xiao; Liu, Liya - In: Economic modelling 37 (2014), pp. 439-450
Persistent link: https://www.econbiz.de/10010417634
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Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru; Wang, Donghua; Xu, Dinghai - In: Economic modelling 80 (2019), pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
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Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef; Snoussi, Wafa - In: Economic modelling 29 (2012) 5, pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
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Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab; Uppal, Jamshed Y.; Zaman, Khalid; … - In: Economic modelling 35 (2013), pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
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Extreme risk spillovers across financial markets under different crises
Cao, Yufei - In: Economic modelling 116 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10014512465