Narrow search
Showing 1 - 10 of 474
Cover Image
VIX and liquidity premium
Bams, Dennis; Honarvar, Iman - In: International review of financial analysis 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
Cover Image
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos; Rastegari, Javad; Stentoft, Lars - In: International review of financial analysis 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
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
Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
Cover Image
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Cover Image
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming; Qian, Long; Zhao, Huimin; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Cover Image
Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
Cover Image
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam; Degiannakis, Stavros; Filis, George - In: International review of financial analysis 48 (2016), pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
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
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