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~isPartOf:"Journal of international financial markets, institutions & money"
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Narayan, Paresh Kumar
11
Hammoudeh, Shawkat
6
Sharma, Susan Sunila
6
McMillan, David G.
5
Lucey, Brian M.
4
Nguyen, Duc Khuong
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Bouri, Elie
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Devpura, Neluka
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Dinh Hoang Bach Phan
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Du, Ding
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Aloui, Chaker
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Journal of international financial markets, institutions & money
International journal of forecasting
1,623
Journal of forecasting
906
Finance research letters
841
Energy economics
839
NBER working paper series
823
Working paper / National Bureau of Economic Research, Inc.
730
NBER Working Paper
705
Journal of econometrics
694
Journal of banking & finance
691
Applied economics
678
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
604
Economic modelling
580
Economics letters
529
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526
Applied economics letters
510
International review of economics & finance : IREF
484
The North American journal of economics and finance : a journal of financial economics studies
474
European journal of operational research : EJOR
471
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
458
Journal of empirical finance
432
Insurance / Mathematics & economics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
399
Applied financial economics
391
Quantitative finance
365
Technological forecasting & social change : an international journal
354
Computational economics
348
Journal of international money and finance
336
Journal of risk and financial management : JRFM
335
Journal of financial economics
331
Research in international business and finance
328
Journal of economic dynamics & control
326
CESifo working papers
324
Risks : open access journal
323
The European journal of finance
307
IMF working papers
303
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
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ECONIS (ZBW)
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1
The effect of option-implied skewness on delta- and vega-hedged option returns
Borochin, Paul
;
Wu, Zekun
;
Zhao, Yanhui
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803250
Saved in:
2
Volatility
forecasting : intra-day versus inter-day models
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 449-465
Persistent link: https://www.econbiz.de/10003775710
Saved in:
3
Volatility
models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
4
The evolving dynamics of the Australian SPI 200 implied
volatility
surface
Tanha, Hassan
;
Dempsey, Michael
- In:
Journal of international financial markets, …
43
(
2016
),
pp. 44-57
Persistent link: https://www.econbiz.de/10011673487
Saved in:
5
An efficient method for pricing foreign currency options
Chen, Rongda
;
Zhou, Hanxian
;
Yu, Lean
;
Zhang, Shuonan
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012803673
Saved in:
6
Predicting risk premium under changes in the conditional distribution of stock returns
Sousa, João
;
Sousa, Ricardo M.
- In:
Journal of international financial markets, …
50
(
2017
),
pp. 204-218
Persistent link: https://www.econbiz.de/10011896275
Saved in:
7
Modeling the distribution of extreme returns in the Chinese stock market
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 263-276
Persistent link: https://www.econbiz.de/10011474577
Saved in:
8
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
9
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
10
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
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