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The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
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Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del; Mora-Valencia, Andrés; Perote, Javier - In: The European journal of finance 25 (2019) 17, pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
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Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo; Nonejad, Nima - In: The European journal of finance 26 (2020) 2/3, pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
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The variance implied conditional correlation
Algaba, Andres; Boudt, Kris; Vanduffel, Steven - In: The European journal of finance 26 (2020) 2/3, pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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Asymmetric dependence in international currency markets
Paltalidis, Nikos; Patsika, Victoria - In: The European journal of finance 26 (2020) 10, pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352