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Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun; Zhang, Rushan; Zhang, Feipeng - In: International review of financial analysis 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
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Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng; Xu, Yixiong; Fan, Caiyun - In: International review of financial analysis 90 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
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Time-varying pattern causality inference in global stock markets
Wu, Tao; Gao, Xiangyun; An, Sufang; Liu, Siyao - In: International review of financial analysis 77 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012805872
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Hunting the quicksilver : using textual news and causality analysis to predict market volatility
Banerjee, Ameet Kumar; Dionísio, Andreia Teixeira Marques - In: International review of financial analysis 77 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012806462
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Understanding co-movements based on heterogeneous information associations
Shi, Huai-Long; Chen, Huayi - In: International review of financial analysis 94 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543982
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Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
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Modeling daily price limits
Chou, Pin-huang - In: International review of financial analysis 8 (1999) 3, pp. 283-301
Persistent link: https://www.econbiz.de/10001495528
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The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew - In: International review of financial analysis 3 (1994) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
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Time series momentum and macroeconomic risk
Hutchinson, Mark; O'Brien, John - In: International review of financial analysis 69 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012316906
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The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014462184