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Spillovers of currency carry trade returns, market risk sentiment, and US market returns
Lee, Hsiu-chuan; Chang, Shu-lien - In: The North American journal of economics and finance : a … 26 (2013), pp. 197-216
Persistent link: https://www.econbiz.de/10010364814
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
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Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus; Krause, Jochen; Paolella, Marc S.; … - In: The North American journal of economics and finance : a … 26 (2013), pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo; McLachlan, Scott; Sammon, Marco - In: The North American journal of economics and finance : a … 31 (2015), pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang; Guo, Shuxin; Qiao, Gaoxiu - In: The North American journal of economics and finance : a … 34 (2015), pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
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Excess volatility and the cross-section of stock returns
Wang, Yuming; Ma, Jinpeng - In: The North American journal of economics and finance : a … 27 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010460922
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Sources of volatility persistence : a case study of the UK pound/US dollar exchange rate returns
Beg, Rabiul Alam; Anwar, Sajid - In: The North American journal of economics and finance : a … 23 (2012) 2, pp. 165-184
Persistent link: https://www.econbiz.de/10009673847
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Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
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Non-linear volatility dynamics and risk management of precious metals
Demiralay, Sercan; Ulusoy, Veysel - In: The North American journal of economics and finance : a … 30 (2014), pp. 183-202
Persistent link: https://www.econbiz.de/10010463518
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Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin - In: The North American journal of economics and finance : a … 30 (2014), pp. 1-39
Persistent link: https://www.econbiz.de/10010463599