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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.; Moreira, Fernando - In: Journal of empirical finance 18 (2011) 4, pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas; Cotter, John; Kovalenko, Illia; Post, … - In: Journal of empirical finance 74 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
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Limits to arbitrage and CDS-bond dynamics around the financial crisis
Chalamandaris, George; Pagratis, Spyros - In: Journal of empirical finance 54 (2019), pp. 213-235
Persistent link: https://www.econbiz.de/10012174829
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Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard - In: Journal of empirical finance 67 (2022), pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
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Stock liquidity and the Taylor rule
Jiang, Lei - In: Journal of empirical finance 28 (2014), pp. 202-214
Persistent link: https://www.econbiz.de/10011285067
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The effects of non-trading on the illiquidity ratio
Chelley-Steeleya, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 34 (2015), pp. 204-228
Persistent link: https://www.econbiz.de/10011557118
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of empirical finance 19 (2012) 4, pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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Liquidity provider incentives in fragmented securities markets
Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven - In: Journal of empirical finance 60 (2021), pp. 16-38
Persistent link: https://www.econbiz.de/10012692949
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City goes dark : dark trading and adverse selection in aggregate markets
Ibikunle, Gbenga; Aquilina, Matteo; Diaz-Rainey, Ivan; … - In: Journal of empirical finance 64 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013259393