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Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark; Garry, Oonagh; Kearney, Claire - In: International review of financial analysis 35 (2014), pp. 261-267
Persistent link: https://www.econbiz.de/10010530227
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A nonparametric approach to model the term structure of interest rates : the case of Chile
Fernández, Viviana - In: International review of financial analysis 10 (2001) 2, pp. 99-122
Persistent link: https://www.econbiz.de/10001603130
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Oil market modelling : a comparative analysis of fundamental and latent factor approaches
Cummins, Mark; Dowling, Michael; Kearney, Fearghal - In: International review of financial analysis 46 (2016), pp. 211-218
Persistent link: https://www.econbiz.de/10011581809
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The effect of data breach announcements beyond the stock price : empirical evidence on market activity
Rosati, Pierangelo; Cummins, Mark; Deeney, Peter; … - In: International review of financial analysis 49 (2017), pp. 146-154
Persistent link: https://www.econbiz.de/10011741281
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Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis
Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26
Persistent link: https://www.econbiz.de/10011868686
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The war on terror and its impact on the long-term volatility of financial markets
Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003765173
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Risk management under extreme events
Fernández, Viviana - In: International review of financial analysis 14 (2005) 2, pp. 113-148
Persistent link: https://www.econbiz.de/10002738142
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Sentiment in oil markets
Deeney, Peter; Cummins, Mark; Dowling, Michael; … - In: International review of financial analysis 39 (2015), pp. 179-185
Persistent link: https://www.econbiz.de/10011573179
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Future directions in international financial integration research : a crowdsourced perspective
Lucey, Brian M.; Vigne, Samuel A.; Ballester, Laura; … - In: International review of financial analysis 55 (2018), pp. 35-49
Persistent link: https://www.econbiz.de/10012005164
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A systematic review of sovereign connectedness on emerging economies
Ballester, Laura; Díaz-Mendoza, Ana Carmen; … - In: International review of financial analysis 62 (2019), pp. 157-163
Persistent link: https://www.econbiz.de/10012207293