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On the effect of subprime crisis on value-at-risk estimation : GARCH family models approach
Mokni, Khaled; Mighri, Zpuheir; Masouri, Faysal - In: International journal of economics and finance 1 (2009) 2, pp. 88-104
Persistent link: https://www.econbiz.de/10009304445
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A dynamic conditional correlation analysis of financial contagion : the case of the subprime credit crisis
Naoui, Kamel; Liouane, Naoufel; Brahim, Salem - In: International journal of economics and finance 2 (2010) 3, pp. 85-96
Persistent link: https://www.econbiz.de/10009313361
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The empirical evidence of mean diversion in the US labor market 1970 - 2009
Silvia, John E.; Iqbal, Azhar - In: International journal of economics and finance 3 (2011) 1, pp. 44-54
Persistent link: https://www.econbiz.de/10009314038
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Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan; Chen, Lu-Jui; Liu, Hung-Chun; Hsu, … - In: International journal of economics and finance 8 (2016) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
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Return and volatility linkages among G-7 and selected emerging markets
Bhuyan, Rafiq; Elian, Mohammad I.; Bagnied, Mohsen; … - In: International journal of economics and finance 7 (2015) 6, pp. 153-165
Persistent link: https://www.econbiz.de/10011335029
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Examining the impact of crude oil price on external reserves : evidence from Nigeria
Imarhiagbe, Samuel - In: International journal of economics and finance 7 (2015) 5, pp. 13-21
Persistent link: https://www.econbiz.de/10010528324
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Testing for global volatility spillover, financial contagion and structural break in fifteen economies from two regions : a diagonal VECH matrix and EGARCH (1,1) approach
Islam, Raisul; Islam, M. Talhatul; Chowdhury, Abdul Hannan - In: International journal of economics and finance 5 (2013) 5, pp. 159-170
Persistent link: https://www.econbiz.de/10009747379
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A family of stochastic unit GARCH models
Konté, Mamadou Abdoulaye - In: International journal of economics and finance 5 (2013) 1, pp. 177-190
Persistent link: https://www.econbiz.de/10009697560
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Testing the contemporaneous and causal relationship between trading volume and return in the Palestine exchange
Darwish, Marwan - In: International journal of economics and finance 4 (2012) 4, pp. 182-192
Persistent link: https://www.econbiz.de/10009616475
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A new perspective on daily value at risk estimates
Dryver, Arthur L.; Nathaphan, Sarayut - In: International journal of economics and finance 4 (2012) 4, pp. 114-120
Persistent link: https://www.econbiz.de/10009616496