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A cointegration approach to the lead-lag effect among size-sorted equity portfolios
Kanas, Angelos; Kouretas, Georgios P. - In: International review of economics & finance : IREF 14 (2005) 2, pp. 181-201
Persistent link: https://www.econbiz.de/10003357385
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Asset allocation with differential borrowing and lending rates
Olson, Dennis; Bley, Jorg - In: International review of economics & finance : IREF 17 (2008) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10003793191
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Liquidity risk and bank portfolio management in a financial system without deposit insurance : empirical evidence from prewar Japan
Sawada, Michiru - In: International review of economics & finance : IREF 19 (2010) 3, pp. 392-406
Persistent link: https://www.econbiz.de/10008669995
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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
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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
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Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - In: International review of economics & finance : IREF 19 (2010) 4, pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
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International diversification and industry-related labor income risk
Fugazza, Carolina; Giofré, Maela; Nicodano, Giovanna - In: International review of economics & finance : IREF 20 (2011) 4, pp. 764-783
Persistent link: https://www.econbiz.de/10009303856
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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
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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
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Asset pricing with idiosyncratic risk : the Spanish case
Miralles Marcelo, José Luis; Miralles-Quirós, María … - In: International review of economics & finance : IREF 21 (2012) 1, pp. 261-271
Persistent link: https://www.econbiz.de/10009486123