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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
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CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu; Yoon, Sun-Joong - In: International review of economics & finance : IREF 69 (2020), pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
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An analytical GARCH valuation model for spread options with default risk
Song, Shiyu; Tang, Dan; Xu, Guangli; Yin, Xunbai - In: International review of economics & finance : IREF 83 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
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Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets
Jin, Xiaoye - In: International review of economics & finance : IREF 37 (2015), pp. 340-353
Persistent link: https://www.econbiz.de/10011542162
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The effect of conflict on Palestine, Israel, and Jordan stock markets
Hassouneh, Islam; Couleau, Anabelle; Serra, Teresa; … - In: International review of economics & finance : IREF 56 (2018), pp. 258-266
Persistent link: https://www.econbiz.de/10012033694
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The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan; Li, Steven - In: International review of economics & finance : IREF 56 (2018), pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
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Estimating downside risk in stock returns under structural breaks
Hood, Matthew; Malik, Farooq - In: International review of economics & finance : IREF 58 (2018), pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
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Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato - In: International review of economics & finance : IREF 58 (2018), pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
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Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures
Huang, MeiChi; Wu, Chih-Chiang; Liu, Shih-Min; Wu, Chang-Che - In: International review of economics & finance : IREF 42 (2016), pp. 54-71
Persistent link: https://www.econbiz.de/10011625055
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Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang - In: International review of economics & finance : IREF 42 (2016), pp. 72-87
Persistent link: https://www.econbiz.de/10011625059