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The contagion effect in European sovereign debt markets : a regime-switching vine copula approach
BenSaïda, Ahmed - In: International review of financial analysis 58 (2018), pp. 153-165
Persistent link: https://www.econbiz.de/10012006432
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Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry; Ureche-Rangau, Loredana - In: International review of financial analysis 15 (2006) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
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Evidence of an asymmetry in the relationship between volatility and autocorrelation
McKenzie, Michael D.; Kim, Suk-Joong - In: International review of financial analysis 16 (2007) 1, pp. 22-40
Persistent link: https://www.econbiz.de/10003407485
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Volatility in stock returns for new EU member states : Markov regime switching model
Moore, Tomoe; Wang, Ping - In: International review of financial analysis 16 (2007) 3, pp. 282-292
Persistent link: https://www.econbiz.de/10003510457
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A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella; Guidi, Francesco - In: International review of financial analysis 74 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
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Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 47 (2016), pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
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What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 48 (2016), pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
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Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.; Fabozzi, Frank J.; Mazza, Davide - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
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Market risk and market-implied inflation expectations
Orłowski, Lucjan T.; Soper, Carolyne - In: International review of financial analysis 66 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
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A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai; Lee, Chien-chiang - In: International review of financial analysis 84 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013472897