Narrow search
Showing 1 - 10 of 71
Cover Image
Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh; Guirguis, Hany S. - In: International review of economics & finance : IREF 16 (2007) 3, pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
Cover Image
Strategic use of futures and options by commodity processors
Bullock, David W.; Wilson, William W.; Dahl, Bruce L. - In: International review of economics & finance : IREF 16 (2007) 4, pp. 578-591
Persistent link: https://www.econbiz.de/10003613198
Cover Image
Semivariance decomposition of country-level returns
Beach, Steven L. - In: International review of economics & finance : IREF 20 (2011) 4, pp. 607-623
Persistent link: https://www.econbiz.de/10009303913
Cover Image
Jumps in foreign exchange rates and stochastic unwinding of carry trades
Nirei, Makoto; Sushko, Vladyslav - In: International review of economics & finance : IREF 20 (2011) 1, pp. 110-127
Persistent link: https://www.econbiz.de/10009304196
Cover Image
Dissecting the cycles : an intermarket investigation and its implications to portfolio reallocation
Liang, Kuo-yuan; Yen, Chen-Hui - In: International review of economics & finance : IREF 33 (2014), pp. 39-51
Persistent link: https://www.econbiz.de/10010531288
Cover Image
Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
Cover Image
Gold and exchange rates : downside risk and hedging at different investment horizons
Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: International review of economics & finance : IREF 34 (2014), pp. 267-279
Persistent link: https://www.econbiz.de/10010533150
Cover Image
Multi-period sentiment asset pricing model with information
Li, Jinfang - In: International review of economics & finance : IREF 34 (2014), pp. 118-130
Persistent link: https://www.econbiz.de/10010533162
Cover Image
The portfolio strategy and hedging : a spectrum perspective on mean-variance theory
Hsu, Pao-peng; Liao, Szu-Lang - In: International review of economics & finance : IREF 22 (2012) 1, pp. 129-140
Persistent link: https://www.econbiz.de/10009618692
Cover Image
R&D, risks and overreaction in a market with the absence of the book-to-market effect
Hung, Weifeng; Chiao, Chaoshin; Liao, Tung Liang; … - In: International review of economics & finance : IREF 22 (2012) 1, pp. 11-24
Persistent link: https://www.econbiz.de/10009618715