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GFC-robust risk management strategies under the Basel Accord
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: International review of economics & finance : IREF 27 (2013), pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
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Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis
Mayordomo, Sergio; Rodriguez-Moreno, Maria; Peña … - In: International review of economics & finance : IREF 31 (2014), pp. 171-192
Persistent link: https://www.econbiz.de/10010490426
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Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-bin; Lee, Ming-chih; Chiu, Chien-Liang - In: International review of economics & finance : IREF 31 (2014), pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
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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
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Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun; Chiang, Shu-mei; Cheng, Nick Ying-pin - In: International review of economics & finance : IREF 22 (2012) 1, pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
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Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei; Hu, Shichao; Chen, Wang; Zeng, Yu-feng; Yang, Lu - In: International review of economics & finance : IREF 59 (2019), pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
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Liquidity basis between credit default swaps and corporate bonds markets
Kim, Kwanho - In: International review of economics & finance : IREF 48 (2017), pp. 98-115
Persistent link: https://www.econbiz.de/10011747092
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The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
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Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach
Tamakoshi, Go; Hamori, Shigeyuki - In: International review of economics & finance : IREF 31 (2014), pp. 105-113
Persistent link: https://www.econbiz.de/10010490436
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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