Narrow search
Showing 1 - 10 of 160
Cover Image
What determines the issue price of lease asset-backed securities in China?
Yang, Liuyong; Wang, Rui; Chen, Zhenyi; Luo, Xingguo - In: International review of financial analysis 72 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012437365
Cover Image
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
Cover Image
The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son; Parcollet, Mathieu; Lamond, Bernard F. - In: International review of financial analysis 33 (2014), pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
Cover Image
Underwriter reputation and the pricing of securities : evidence from asset-backed securities
Liu, Wenzhen; Wu, Wenfeng - In: International review of financial analysis 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014462308
Cover Image
How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo; Kolev, Nikolai - In: International review of financial analysis 17 (2008) 5, pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
Cover Image
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry; Métais, Carole - In: International review of financial analysis 18 (2009) 3, pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
Cover Image
Granger-causality in quantiles between financial markets : using copula approach
Lee, Tae-hwy; Yang, Weiping - In: International review of financial analysis 33 (2014), pp. 70-78
Persistent link: https://www.econbiz.de/10010520073
Cover Image
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo; Missong, Martin - In: International review of financial analysis 33 (2014), pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Cover Image
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets : implications for efficiency and contagion
Horta, Paulo; Lagoa, Sérgio; Martins, Luís Filipe - In: International review of financial analysis 35 (2014), pp. 140-153
Persistent link: https://www.econbiz.de/10010529616
Cover Image
Vine copulas and applications to the European Union sovereign debt analysis
Zhang, Dalu - In: International review of financial analysis 36 (2014), pp. 46-56
Persistent link: https://www.econbiz.de/10010530221