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Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: Research in international business and finance 59 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
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Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq; Alomari, Mohammad; McMillan, … - In: Research in international business and finance 58 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
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True or spurious long memory in European non-EMU currencies
Walther, Thomas; Klein, Tony; Thu, Hien Pham; Piontek, … - In: Research in international business and finance 40 (2017), pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
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Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang; Zeng, Linhui; Song, Jiashan; Liu, Yimeng - In: Research in international business and finance 61 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
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Do ETFs provide effective international diversification?
Huang, Mei-yueh; Lin, Jun-biao - In: Research in international business and finance 25 (2011) 3, pp. 335-344
Persistent link: https://www.econbiz.de/10009241630
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Performance of risk-based portfolios under different market conditions : evidence from India
Sharma, Prateek; Vipul - In: Research in international business and finance 34 (2015), pp. 397-411
Persistent link: https://www.econbiz.de/10011326200
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On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: Research in international business and finance 32 (2014), pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
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Does bancassurance add value for banks? : evidence from mergers and acquisitions between European banks and insurance companies
Chen, Zhian; Tan, Jianzhong - In: Research in international business and finance 25 (2011) 1, pp. 104-112
Persistent link: https://www.econbiz.de/10008758700