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International long-term yields and monetary policy in a small open economy : the case of Canada
Lange, Ronald H. - In: The North American journal of economics and finance : a … 31 (2015), pp. 292-310
Persistent link: https://www.econbiz.de/10011514248
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Building optimal regime-switching portfolios
Ciciretti, Vito; Bucci, Andrea - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014246736
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Herding behavior in the cryptocurrency market during COVID-19 pandemic : the role of media coverage
Youssef, Mouna; Waked, Sami Sobhi - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013534168
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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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Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung; Huang, Hung-Hsi; Li, Sheng-Han - In: The North American journal of economics and finance : a … 32 (2015), pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
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Causality and volatility patterns between gold prices and exchange rates
Beckmann, Joscha; Czudaj, Robert; Pilbeam, Keith - In: The North American journal of economics and finance : a … 34 (2015), pp. 292-300
Persistent link: https://www.econbiz.de/10011540003
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Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés; Rodríguez-Raga, Santiago; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia; Ding, Xiaoyi; Xu, Qifa; Tong, Yongbo - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
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Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu; Hou, Xinmeng - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012659660