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Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.; Brooks, Robert - In: International review of economics & finance : IREF 38 (2015), pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
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Economic policy uncertainty and industry return predictability : evidence from the UK
Golab, Anna; Bannigidadmath, Deepa; Thach Ngoc Pham; … - In: International review of economics & finance : IREF 82 (2022), pp. 433-447
Persistent link: https://www.econbiz.de/10013543239
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The predictability of skewness risk premium on stock returns : evidence from Chinese market
Ni, Zhongxin; Wang, Linyu - In: International review of economics & finance : IREF 87 (2023), pp. 576-594
Persistent link: https://www.econbiz.de/10014472485
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Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel; Shraiber, Bentsi - In: International review of economics & finance : IREF 59 (2019), pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
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It's not that important : the negligible effect of oil market uncertainty
Yin, Libo; Feng, Jiabao; Liu, Li; Wang, Yudong - In: International review of economics & finance : IREF 60 (2019), pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
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Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan; Xu, Weiju; Huang, Dengshi; Li, Pan - In: International review of economics & finance : IREF 82 (2022), pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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The role of the past long-run oil price changes in stock market
Wu, Shue-Jen - In: International review of economics & finance : IREF 84 (2023), pp. 274-291
Persistent link: https://www.econbiz.de/10014343124
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Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong; Wang, Yudong - In: International review of economics & finance : IREF 80 (2022), pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
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Mean-semivariance behavior : downside risk and capital asset pricing
Estrada, Javier - In: International review of economics & finance : IREF 16 (2007) 2, pp. 169-185
Persistent link: https://www.econbiz.de/10003461759
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Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James - In: International review of economics & finance : IREF 33 (2014), pp. 28-38
Persistent link: https://www.econbiz.de/10010531290