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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
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Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng; Chang, Xiaoming - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
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Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
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Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano - In: The North American journal of economics and finance : a … 25 (2013), pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
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Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches
Al-Yahyaee, Khamis Hamed; Ur Rehman, Mobeen; Mensi, Walid; … - In: The North American journal of economics and finance : a … 49 (2019), pp. 47-56
Persistent link: https://www.econbiz.de/10012269150
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Predicting failure risk using financial ratios : quantile hazard model approach
Dong, Manh Cuong; Tian, Shaonan; Chen, Cathy W. S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 204-220
Persistent link: https://www.econbiz.de/10012036537
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Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed; Cao, Xu; Lazrak, Skander; Wang, Yan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
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Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid; Kamal, Md Rajib; Xuan Vinh Vo; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
Mandler, Martin - In: The North American journal of economics and finance : a … 23 (2012) 2, pp. 228-245
Persistent link: https://www.econbiz.de/10009673822