Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
Valuation of Asian options with default risk under GARCH models
Wang, Xingchun - In: International review of economics & finance : IREF 70 (2020), pp. 27-40
Persistent link: https://www.econbiz.de/10012486762
Cover Image
Towards understanding MILA stock markets integration beyond MILA : new evidence between the pre-Global Financial Crisis and the COVID19 periods
Lukanima, Benedicto Kulwizira; Sanchez-Barrios, Luis Javier - In: International review of economics & finance : IREF 89 (2024) 1, pp. 478-497
This study contributes to the debate on the impact of MILA on its integration objective of MILA (Mercados Integrados Latinoamericanos) stock markets. First, given the inconclusive results of previous studies on the impact of MILA per se on the integration of such stock markets, we provide new...
Persistent link: https://www.econbiz.de/10014446479