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Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
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Hedge fund strategies: a non-parametric analysis
Canepa, Alessandra; González Pérez, María de la O; … - In: International review of financial analysis 67 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012299216
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Fund ESG performance and downside risk : evidence from China
Zhang, Ning; Zhang, Yue; Zong, Zhe - In: International review of financial analysis 86 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014248327
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The dynamics of the Monday effect in international stock indices
Keef, Stephen P.; Khaled, Mohammed S.; Zhu, Hui - In: International review of financial analysis 18 (2009) 3, pp. 125-133
Persistent link: https://www.econbiz.de/10003880024
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Time varying volatility indices and their determinants : evidence from developed and emerging stock markets
Prasad, Nalin; Grant, Andrew; Kim, Suk-Joong - In: International review of financial analysis 60 (2018), pp. 115-126
Persistent link: https://www.econbiz.de/10012007551
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International day-of-the-week effects : an empirical examination of iShares
Mazumder, M. Imtiaz; Chu, Ting-heng; Miller, Edward M.; … - In: International review of financial analysis 17 (2008) 4, pp. 699-715
Persistent link: https://www.econbiz.de/10003765875
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Nonparametric realized volatility estimation in the international equity markets
Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: International review of financial analysis 28 (2013), pp. 34-45
Persistent link: https://www.econbiz.de/10009762711
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Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua; Zhao, Ran - In: International review of financial analysis 89 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
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The cross-section of industry equity returns and global tactical asset allocation across regions and industries
Umutlu, Mehmet; Bengitöz, Pelin - In: International review of financial analysis 72 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012437215
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A note on cointegration of international stock market indices
Dimpfl, Thomas - In: International review of financial analysis 33 (2014), pp. 10-16
Persistent link: https://www.econbiz.de/10010520092