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Currency jumps, Euribor-OIS spreads and the volatility skew : a study on the dollar-euro crash risk of 2007-2015
Wong, Alfred Y. - In: Finance research letters 29 (2019), pp. 7-16
Persistent link: https://www.econbiz.de/10012417533
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Sovereign bond markets and financial volatility dynamics : panel-GARCH evidence for six euro area countries
Ribeiro, Pedro Pires; Cermeño, Rodolfo; Curto, José Dias - In: Finance research letters 21 (2017), pp. 107-114
Persistent link: https://www.econbiz.de/10011807517
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Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro - In: Finance research letters 45 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
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The VIX's term structure of individual active stocks
Qadan, Mahmoud; David, Or; Snunu, Iyad; Shuval, Kerem - In: Finance research letters 61 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
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Testing the expectations hypothesis for the Eurozone : a nonlinear cointegration analysis
Araç, Ayşen; Yalta, A. Yasemin - In: Finance research letters 15 (2015), pp. 41-48
Persistent link: https://www.econbiz.de/10011552951
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Estimation accuracy of high-low spread estimator
Lin, Chien-chih - In: Finance research letters 11 (2014) 1, pp. 54-62
Persistent link: https://www.econbiz.de/10010393623
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GDP growth and the yield curvature
Møller, Stig V. - In: Finance research letters 11 (2014) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10010393640
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What drives the liquidity of cryptocurrencies? : a long-term analysis
Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Finance research letters 39 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012804989
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The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps
Delēs, Manthos D.; Mylonidis, Nikolaos - In: Finance research letters 8 (2011) 3, pp. 163-170
Persistent link: https://www.econbiz.de/10009348330
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Long-run versus short-run news and the term structure of equity
Breugem, Matthijs; Marfè, Roberto - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012483966