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Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali; Urga, Giovanni; Yao, Wenying - In: International review of economics & finance : IREF 62 (2019), pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
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Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Liu, Yezheng - In: International review of economics & finance : IREF 75 (2021), pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
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Special section: advances in financial risk management and economic policy uncertainty
Hammoudeh, Shawkat (ed.); McAleer, Michael (ed.) - 2015
Persistent link: https://www.econbiz.de/10011571814
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Do financial stress and policy uncertainty have an impact on the energy and metals markets? : a quantile regression approach
Reboredo, Juan Carlos; Uddin, Mohammed Gazi Salah - In: International review of economics & finance : IREF 43 (2016), pp. 284-298
Persistent link: https://www.econbiz.de/10011625701
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The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Zhang, Yue-jun; Yan, Xing-Xing - In: International review of economics & finance : IREF 69 (2020), pp. 750-768
Persistent link: https://www.econbiz.de/10012487449
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Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets
Hooi Hooi Lean; Al-Khazali, Osamah; Gleason, Kimberly; … - In: International review of economics & finance : IREF 90 (2024), pp. 167-186
Persistent link: https://www.econbiz.de/10014446895
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Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
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Chinese economic policy uncertainty and the cross-section of U.S. asset returns
Lee, Kiryoung; Jeon, Yoontae; Nam, Eun-Young - In: International review of economics & finance : IREF 76 (2021), pp. 1063-1077
Persistent link: https://www.econbiz.de/10013176785
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Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States
Zhang, Maojun; Zhang, Rongjia; Yang, Zhao - In: International review of economics & finance : IREF 93 (2024) 2, pp. 827-841
Persistent link: https://www.econbiz.de/10014535660
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Extreme risk spillover effects in world gold markets and the global financial crisis
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77
Persistent link: https://www.econbiz.de/10011626706