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An empirical analysis of corporate currency risk management policies and practices
Kim, Sungjae F.; Chance, Don M. - In: Pacific-Basin finance journal 47 (2018), pp. 109-128
Persistent link: https://www.econbiz.de/10012028011
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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
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Tail risk and expected stock returns around the world
Long, Huaigang; Zhu, Yanjian; Chen, Lifang; Jiang, Yuexiang - In: Pacific-Basin finance journal 56 (2019), pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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Extreme illiquidity and stock returns : evidence from Thailand market
Chen, Xi; Wang, Junbo; Wang, Yanchu; Zhong, Xiaoling - In: Pacific-Basin finance journal 82 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014463369
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Technical trading rules, loss avoidance, and the business cycle
Ergun, Lerby; Molchanov, Alexander; Stork, Philip - In: Pacific-Basin finance journal 82 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463518
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The world price of tail risk
Lee, Kuan-hui; Yang, Cheol-Won - In: Pacific-Basin finance journal 71 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
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Tail risks, firm characteristics, and stock returns
Wang, Chen; Xiong, Xiong; Shen, Dehua - In: Pacific-Basin finance journal 75 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013552558
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The impact of the tail risk of demand on corporate investment : evidence from Chinese manufacturing firms
Xu, Xiangyun; Li, Xing; Meng, Jie; Hu, Xueqi; Ge, Yingfan - In: Pacific-Basin finance journal 85 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014575664
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Islamic banks and capital buffer behavior : a view from the Gulf cooperation council markets
Naouar, Anissa; Boulanouar, Zakaria; Grassa, Rihab - In: Pacific-Basin finance journal 83 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491153