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Heterogeneity and clustering of defaults
Karlis, A. K.; Galanis, G.; Terovitis, S.; Turner, M. S. - In: Quantitative finance 21 (2021) 9, pp. 1533-1549
Persistent link: https://www.econbiz.de/10012624153
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Bitcoin, currencies, and fragility
Taleb, Nassim Nicholas - In: Quantitative finance 21 (2021) 8, pp. 1249-1255
Persistent link: https://www.econbiz.de/10012608639
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The interest rate factor in commodity markets
Shu, Haicheng - In: Quantitative finance 21 (2021) 12, pp. 2103-2118
Persistent link: https://www.econbiz.de/10012696821
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Sell in May and go away : the evidence in the international equity index futures markets
Dzhabarov, Constantine; Ziegler, Alexandre; Ziemba, … - In: Quantitative finance 18 (2018) 2, pp. 171-181
Persistent link: https://www.econbiz.de/10011905853
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Cross-border exchanges and volatility forecasting
Goyal, Abhinav; Kallinterakis, Vasileios; Kambouroudis, … - In: Quantitative finance 18 (2018) 5, pp. 789-799
Persistent link: https://www.econbiz.de/10011907940
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Optimal embedded leverage
Lundström, Christian; Peltomäki, Jarkko - In: Quantitative finance 18 (2018) 7, pp. 1077-1085
Persistent link: https://www.econbiz.de/10011911520
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The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
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Agricultural commodity futures trading based on cross-country rolling quantile return signals
Jiang, Huayun; Todorova, Neda; Roca, Eduardo; Su, Jen-je - In: Quantitative finance 19 (2019) 8, pp. 1373-1390
Persistent link: https://www.econbiz.de/10012194793
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Digital economy era : the role of the telecommunications sector in frequency-dependent default risk connectedness
Shi, Shimeng; Liu, Pei; Xin, Jiayuan - In: Quantitative finance 20 (2020) 12, pp. 2085-2100
Persistent link: https://www.econbiz.de/10012313586
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7th International Conference on Futures and Other Derivatives (ICFOD)
Tang, Ke (ed.) - International Conference on Futures and Other … - 2020
Persistent link: https://www.econbiz.de/10012313596