Narrow search
Showing 1 - 10 of 161
Cover Image
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of international money and finance 24 (2005) 3, pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Cover Image
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin; Smallwood, Aaron D. - In: Journal of international money and finance 37 (2013), pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Cover Image
Varying the VaR for unconditional and conditional environments
Cotter, John - In: Journal of international money and finance 26 (2007) 8, pp. 1338-1354
Persistent link: https://www.econbiz.de/10003612273
Cover Image
Testing for multiple regimes in the tail behavior of emerging currency returns
Candelon, Bertrand; Straetmans, Stefan - In: Journal of international money and finance 25 (2006) 7, pp. 1187-1205
Persistent link: https://www.econbiz.de/10003394359
Cover Image
Emerging markets and portfolio foreign exchange risk : an empirical investigation using a value-at-risk decomposition technique
Sirr, Gordon; Garvey, John; Gallagher, Liam - In: Journal of international money and finance 30 (2011) 8, pp. 1749-1772
Persistent link: https://www.econbiz.de/10009529252
Cover Image
Bank regulation and international financial stability : a case against the 2006 Basel framework for controlling tail risk in trading books
Alexander, Gordon J.; Bapstista, Alexandre M.; Yan, Shu - In: Journal of international money and finance 43 (2014), pp. 107-130
Persistent link: https://www.econbiz.de/10010372635
Cover Image
Systemic risk in European sovereign debt markets : a CoVaR-copula approach
Reboredo, Juan Carlos; Ugolini, Andrea - In: Journal of international money and finance 51 (2015), pp. 214-244
Persistent link: https://www.econbiz.de/10011475258
Cover Image
Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis
Straetmans, Stefan; Chaudhry, Sajid M. - In: Journal of international money and finance 58 (2015), pp. 191-223
Persistent link: https://www.econbiz.de/10011478260
Cover Image
The tail risk premia of the carry trades
Dupuy, Philippe - In: Journal of international money and finance 59 (2015), pp. 123-145
Persistent link: https://www.econbiz.de/10011478289
Cover Image
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066