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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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Long memory and level shifts in REITs returns and volatility
Assaf, Ata - In: International review of financial analysis 42 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos; Ali, Faek Menla; Margaronis, Zannis; … - In: International review of financial analysis 57 (2018), pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
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Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo; Xiao, Yang - In: International review of financial analysis 86 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
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Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun; Zhang, Zhendong; Luo, Jiawen - In: International review of financial analysis 93 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
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Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.; Butt, Hassan Anjum; Jaffri, Ali; … - In: International review of financial analysis 87 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
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Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe
Rubaszek, Michal; Rawdanowicz, Lukasz - In: International review of financial analysis 18 (2009) 5, pp. 277-284
Persistent link: https://www.econbiz.de/10003936613
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Interest rate spreads and banking system efficiency : general considerations with an application to the transition economies of Central and Eastern Europe
Agapova, Anna; McNulty, James E. - In: International review of financial analysis 47 (2016), pp. 154-165
Persistent link: https://www.econbiz.de/10011624097
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Connectedness structures of sovereign bond markets in Central and Eastern Europe
Karkowska, Renata; Urjasz, Szczepan - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803766