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International linkage of the Russian market and the Russian financial crisis : a multivariate GARCH analysis
Saleem, Kashif - In: Research in international business and finance 23 (2009) 3, pp. 243-256
Persistent link: https://www.econbiz.de/10003876723
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Mutual fund performance in Tunisia : a multivariate GARCH approach
Hammami, Yacine; Jilani, Faouzi; Oueslati, Abdelmonem - In: Research in international business and finance 29 (2013), pp. 35-51
Persistent link: https://www.econbiz.de/10009759915
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Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing; Tiwari, Aviral Kumar; Gozgor, Giray; Lu, Zhou - In: Research in international business and finance 53 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
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Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni - In: Research in international business and finance 45 (2018), pp. 307-322
Persistent link: https://www.econbiz.de/10011983276
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The Euro and Pound volatility dynamics : an investigation from conditional jump process
Wan, Jer-Yuh; Kao, Chung-Wei - In: Research in international business and finance 22 (2008) 2, pp. 193-207
Persistent link: https://www.econbiz.de/10003756659
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Market integration and currency risk in Asian emerging markets
Tai, Chu-sheng - In: Research in international business and finance 21 (2007) 1, pp. 98-117
Persistent link: https://www.econbiz.de/10003410759
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An investigation of bond term premia in international government bond indices
Halkos, George E.; Papadamou, Stephanos T. - In: Research in international business and finance 20 (2006) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10003374205
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Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain
Abraham, Abraham; Seyyed, Fazal J. - In: Research in international business and finance 20 (2006) 3, pp. 276-285
Persistent link: https://www.econbiz.de/10003377098
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Correlation dynamics in European equity markets
Kearney, Colm; Potì, Valerio - In: Research in international business and finance 20 (2006) 3, pp. 305-321
Persistent link: https://www.econbiz.de/10003377102
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Apower GARCH examination of the gold market
Tully, Edel; Lucey, Brian M. - In: Research in international business and finance 21 (2007) 2, pp. 316-325
Persistent link: https://www.econbiz.de/10003479265