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Modelling Volatility Spillover...
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Journal of empirical finance
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ECONIS (ZBW)
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1
Price discovery in tick time
Frijns, Bart
;
Schotman, Peter C.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Saved in:
2
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
3
Comoment
risk
and stock
returns
Lambert, M.
;
Hübner, G.
- In:
Journal of empirical finance
23
(
2013
),
pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
Saved in:
4
Conditional extreme
risk
, black swan
hedging
, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
5
Model averaging in
risk
management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
6
Smooth
volatility
shifts and spillovers in U.S. crude oil and
corn
futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
7
Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.
;
Schweitzer, Mark E.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001557720
Saved in:
8
Corporate
hedging
fragility in the over-the-counter market
Calluzzo, Paul
;
Dudley, Evan
- In:
Journal of empirical finance
67
(
2022
),
pp. 253-270
Persistent link: https://www.econbiz.de/10013464395
Saved in:
9
Hedging
the time-varying
risk
exposures of momentum
returns
Martens, Martin
;
Oord, Arco van
- In:
Journal of empirical finance
28
(
2014
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Saved in:
10
Tracking performance of VIX futures ETPs
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of empirical finance
61
(
2021
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012693241
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