Narrow search
Showing 81 - 90 of 324
Cover Image
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Cover Image
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Cover Image
The effects of exchange-rate volatility on commodity trade between the US and Brazil
Bahmani-Oskooee, Mohsen; Harvey, Hanafiah; Hegerty, Scott W. - In: The North American journal of economics and finance : a … 25 (2013), pp. 70-93
Persistent link: https://www.econbiz.de/10009777867
Cover Image
Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group : did the short-selling ban reduce systemic return-risk?
Ulibarrí, Carlos A. - In: The North American journal of economics and finance : a … 25 (2013), pp. 60-69
Persistent link: https://www.econbiz.de/10009777875
Cover Image
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
Cover Image
Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.; Guerrero, David E. - In: The North American journal of economics and finance : a … 25 (2013), pp. 243-260
Persistent link: https://www.econbiz.de/10009779259
Cover Image
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu; Brugal, Ivan - In: The North American journal of economics and finance : a … 25 (2013), pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Cover Image
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i; Huang, Teng-ching; Lin, Bing-huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Cover Image
The rise and fall of S&P500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Cover Image
Pricing exotic options using the Wang transform
Labuschagne, Coenraad C. A.; Offwood, Theresa M. - In: The North American journal of economics and finance : a … 25 (2013), pp. 139-150
Persistent link: https://www.econbiz.de/10009779326