Narrow search
Showing 1 - 10 of 572
Cover Image
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 86 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Cover Image
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng; Lin, Qiaofeng; Cai, Yi; Chen, Kaijie; … - In: International review of financial analysis 93 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Cover Image
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Cover Image
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Cover Image
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Cover Image
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Cover Image
Time-varied causality between US partisan conflict shock and crude oil return
Cai, Yifei; Wu, Yanrui - In: Energy economics 84 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012182008
Cover Image
Risk appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud - In: International review of financial analysis 65 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
Cover Image
Timing the volatility risk of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi; Tee, Kaihong; Li, Baibing - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013395938
Cover Image
Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry; Ureche-Rangau, Loredana - In: International review of financial analysis 15 (2006) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003320645