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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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Estimating liquidity risk using the exposure-based cash-flow-at-risk approach : an application to the UK banking sector
Yan, Meilan; Hall, Maximilian; Turner, Paul - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 225-238
Persistent link: https://www.econbiz.de/10010471929
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Uncertainties and green bond markets : evidence from tail dependence
Lin, Boqiang; Su, Tong - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4458-4475
Persistent link: https://www.econbiz.de/10014429443
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Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
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Disentangling crashes from tail events
Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219
Persistent link: https://www.econbiz.de/10011348417
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Electoral influences on the Brazilian B3 data correlation network
Cardoso, Gerson N.; Silva, Geraldo E. - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 251-272
Persistent link: https://www.econbiz.de/10014469008
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Financial innovation characteristics and banking performance : the mediating effect of risk management
Zouari-Hadiji, Rim - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1214-1227
Persistent link: https://www.econbiz.de/10014253376
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Fintech and the economic capital of Chinese commercial bank's risk : based on theory and evidence
Yao, Ting; Song, Liangrong - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 2109-2123
Persistent link: https://www.econbiz.de/10014253675
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A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula; Chortareas, Georgios E.; Karanasos, … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
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The pandemic and economic policy uncertainty
Al-Thaqeb, Saud Asaad; Algharabali, Barrak Ghanim; … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2784-2794
Persistent link: https://www.econbiz.de/10013329827