Narrow search
Showing 1 - 10 of 12
Cover Image
Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework
Holmes, Kathryn A.; Faff, Robert W. - In: International review of financial analysis 17 (2008) 5, pp. 998-1011
Persistent link: https://www.econbiz.de/10003792341
Cover Image
Diamonds vs. precious metals : what shines brightest in your investment portfolio?
Low, Rand Kwong Yew; Yao, Yiran; Faff, Robert W. - In: International review of financial analysis 43 (2016), pp. 1-14
Persistent link: https://www.econbiz.de/10011623679
Cover Image
The 2008 global financial crisis and COVID-19 pandemic : how safe are the safe haven assets?
Cheema, Muhammad A.; Faff, Robert W.; Szulczyk, Kenneth R. - In: International review of financial analysis 83 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013460899
Cover Image
Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Friedman, Craig; Zhang, Yangyong; Huang, Jinggang - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 163-193
Persistent link: https://www.econbiz.de/10008860416
Cover Image
Competitive valuation effects of Australian IPOs
McGilvery, Andrew; Faff, Robert W.; Pathan, Shams - In: International review of financial analysis 24 (2012), pp. 74-83
Persistent link: https://www.econbiz.de/10009688168
Cover Image
Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Cover Image
Modeling conditional return autocorrelation
McKenzie, Michael D.; Faff, Robert W. - In: International review of financial analysis 14 (2005) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
Cover Image
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 43 (2016), pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Cover Image
Asymmetry in spillover effects : evidence for international stock index futures markets
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 53 (2017), pp. 94-111
Persistent link: https://www.econbiz.de/10011877850
Cover Image
Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Lau, Chi Keung; Vigne, Samuel A.; Wang, Shixuan; … - In: International review of financial analysis 52 (2017), pp. 316-332
Persistent link: https://www.econbiz.de/10011868764