Narrow search
Showing 1 - 10 of 1,152
Cover Image
Policy risks, technological risks and stock returns : new evidence from the US stock market
Apergēs, Nikolaos - In: Economic modelling 51 (2015), pp. 359-365
Persistent link: https://www.econbiz.de/10011476052
Cover Image
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad; Anwar, Sajid - In: Economic modelling 37 (2014), pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
Cover Image
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Cover Image
Has the structural break slowed down growth rates of stock markets?
Narayan, Paresh Kumar; Narayan, Seema; Mishra, Sagarika - In: Economic modelling 30 (2013), pp. 395-601
Persistent link: https://www.econbiz.de/10009708828
Cover Image
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Cover Image
Impacts of asymmetry on forecasting realized volatility in Japanese stock markets
Maki, Daiki; Ota, Yasushi - In: Economic modelling 101 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
Cover Image
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.; Nix, Joan - In: Economic modelling 68 (2018), pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
Cover Image
A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
Cover Image
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis - In: Economic modelling 58 (2016), pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Cover Image
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467