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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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Did expected returns fall? : evidence from UK size portfolios
Vivian, Andrew - In: The European journal of finance 18 (2012) 5/6, pp. 439-468
Persistent link: https://www.econbiz.de/10009615725
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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
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Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.; Tantisantiwong, Nongnuch - In: The European journal of finance 20 (2014) 10/12, pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
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Linking wealth and labour income with stock returns and government bond yields
Sousa, Ricardo M. - In: The European journal of finance 21 (2015) 10/12, pp. 806-825
Persistent link: https://www.econbiz.de/10011302003
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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Hawkes model specification for limit order books
Kirchner, Matthias; Vetter, Silvan - In: The European journal of finance 28 (2022) 7, pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Stochastic portfolio theory and the low beta anomaly
Agapova, Anna; Ferguson, Robert; Leistikow, Dean - In: The European journal of finance 25 (2019) 5, pp. 415-434
Persistent link: https://www.econbiz.de/10012206986
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Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael; Su, Chen; Huang, Winifred; Lai, Baoying - In: The European journal of finance 27 (2021) 17, pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913