Narrow search
Showing 1 - 10 of 154
Cover Image
Parametric Value-at-Risk analysis : evidence from stock indices
Mabrouk, Samir; Saadi, Samir - In: The quarterly review of economics and finance : journal … 52 (2012) 3, pp. 305-321
Persistent link: https://www.econbiz.de/10009683550
Cover Image
An empirical examination of the intraday volatility in euro-dollar rates
Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 44-57
Persistent link: https://www.econbiz.de/10001961726
Cover Image
Is exchange rate volatility excessive? : An ARCH and AR approach
Edmonds, Radcliffe G.; So, Jacky C. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 122-154
Persistent link: https://www.econbiz.de/10001961781
Cover Image
Credit risk securitization and bank soundness in Europe
Michalak, Tobias C.; Uhde, André - In: The quarterly review of economics and finance : journal … 52 (2012) 3, pp. 272-285
Persistent link: https://www.econbiz.de/10009683553
Cover Image
Volatility spillover effects in European equity markets
Baele, Lieven - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10002975610
Cover Image
Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Guidolin, Massimo; Ricci, Andrea - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012417037
Cover Image
Long-term stock market volatility and the influence of terrorist attacks in Europe
Corbet, Shaen; Gurdgiev, Constantin; Meegan, Andrew - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 118-131
Persistent link: https://www.econbiz.de/10012034519
Cover Image
Intraday industry-specific spillover effect in European equity markets
Mateus, Cesario; Chinthalapati, V. L. Raju; Mateus, … - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 278-298
Persistent link: https://www.econbiz.de/10011792059
Cover Image
International diversification with large- and small-cap stocks
Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 489-524
Persistent link: https://www.econbiz.de/10003729143
Cover Image
Liquidity, investment style, and the relation between fund size and fund performance
Yan, Xuemin Sterling - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 741-767
Persistent link: https://www.econbiz.de/10003757797