Narrow search
Showing 1 - 10 of 48
Cover Image
Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam; Umutlu, Mehmet - In: The North American journal of economics and finance : a … 43 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
Cover Image
Measuring extreme risk spillovers across international stock markets : a quantile variance decomposition analysis
Su, Xianfang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012660129
Cover Image
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Cover Image
Measuring real-financial connectedness in the US economy
Uluceviz, Erhan; Yılmaz, Kamil - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013188338
Cover Image
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros; Gkasis, Pavlos; Bellos, Sotirios K. - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Cover Image
How money illusions and heterogeneous beliefs affect asset prices
Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: The North American journal of economics and finance : a … 44 (2018), pp. 167-192
Persistent link: https://www.econbiz.de/10012036533
Cover Image
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Cover Image
Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 47 (2019), pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
Cover Image
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min; Liao, Szu-Lang; Chen, Jun-Home - In: The North American journal of economics and finance : a … 33 (2015), pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Cover Image
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953