Narrow search
Showing 1 - 10 of 776
Cover Image
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 82 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Cover Image
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Cover Image
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet; Omole, John - In: International review of financial analysis 60 (2018), pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
Cover Image
Volatility connectedness on the central European forex markets
Albrecht, Peter; Kočenda, Evžen - In: International review of financial analysis 93 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543551
Cover Image
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
Cover Image
Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
Cover Image
The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies
Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013252466
Cover Image
UK imports, third country effect and the global financial crisis : evidence from the asymmetric ARDL method
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Papadimitriou, … - In: International review of financial analysis 32 (2014), pp. 199-208
Persistent link: https://www.econbiz.de/10010461274
Cover Image
Exchange rate volatility response to macroeconomic news during the global financial crisis
Ben Omrane, Walid; Savaşer, Tanseli - In: International review of financial analysis 52 (2017), pp. 130-143
Persistent link: https://www.econbiz.de/10011868719
Cover Image
Switching to floating exchange rates, devaluations, and stock returns in MENA countries
Chortareas, Georgios E.; Cipollini, Andrea; Eissa, … - In: International review of financial analysis 21 (2012), pp. 119-127
Persistent link: https://www.econbiz.de/10009633319