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UK imports, third country effect and the global financial crisis : evidence from the asymmetric ARDL method
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Papadimitriou, … - In: International review of financial analysis 32 (2014), pp. 199-208
Persistent link: https://www.econbiz.de/10010461274
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The impact and role of COVID-19 uncertainty : a global industry analysis
Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 80 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013366153
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Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq; Jayasekera, Ranadeva - In: International review of financial analysis 36 (2014), pp. 36-45
Persistent link: https://www.econbiz.de/10010530222
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
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Informed and uninformed trading on the Australian dollar
Hogan, Warren Pat; Batten, Jonathan A. - In: International review of financial analysis 14 (2005) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10002737827
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Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.; Ellis, Craig - In: International review of financial analysis 14 (2005) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
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Scaling the volatility of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.; Ellis, Craig; Hogan, Warren Pat - In: International review of financial analysis 11 (2002) 3, pp. 331-344
Persistent link: https://www.econbiz.de/10001715983
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Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
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Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33
Persistent link: https://www.econbiz.de/10009736952