Narrow search
Showing 91 - 100 of 287
Cover Image
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri; Potanin, Bogdan - In: International review of financial analysis 91 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Cover Image
Investor strategies in the green bond market : the influence of liquidity risks, economic factors and clientele effects
Boutabba, Mohamed Amine; Rannou, Yves - In: International review of financial analysis 81 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013375281
Cover Image
Impacts of sovereign risk premium on bank profitability : evidence from euro area
Junttila, Juha; Nguyen, Vo Cao Sang - In: International review of financial analysis 81 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013410652
Cover Image
An empirical evaluation of alternative fundamental models of credit spreads
Murphy, Austin; Headley, Adrian - In: International review of financial analysis 81 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013411160
Cover Image
Health uninsurance premium and mortgage interest rates
Gill, Balbinder Singh - In: International review of financial analysis 87 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014460569
Cover Image
COVID-19 mortality risk premium and the interest rate on mortgage loans
Gill, Balbinder Singh - In: International review of financial analysis 93 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014543534
Cover Image
Analyzing credit spread changes using explainable artificial intelligence
Heger, Julia; Min, Aleksey; Zagst, Rudi - In: International review of financial analysis 94 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014543984
Cover Image
Statistical properties of post-sample hedging effectiveness
Lien, Da-hsiang Donald - In: International review of financial analysis 16 (2007) 3, pp. 293-300
Persistent link: https://www.econbiz.de/10003510461
Cover Image
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Cover Image
Properties of range-based volatility estimators
Molnár, Peter - In: International review of financial analysis 23 (2012), pp. 20-29
Persistent link: https://www.econbiz.de/10009690136