Narrow search
Showing 1 - 10 of 124
Cover Image
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Cortés, Lina M.; Mora-Valencia, Andrés; Perote, Javier - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Cover Image
Oil prices, stock returns, and exchange rates : empirical evidence from China and the United States
Bai, Shuming; Koong, Kai S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 12-33
Persistent link: https://www.econbiz.de/10012036287
Cover Image
Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach
Mensi, Walid; Ur Rehman, Mobeen; Al-Yahyaee, Khamis Hamed - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012658657
Cover Image
The relationship between oil prices, the stock market and the exchange rate : evidence from Mexico
Areli Bermudez Delgado, Nancy; Bermudez Delgado, Estefanía - In: The North American journal of economics and finance : a … 45 (2018), pp. 266-275
Persistent link: https://www.econbiz.de/10012117790
Cover Image
Large-value clearing and settlement systems and systemic risk
Freedman, Charles - In: The North American journal of economics and finance : a … 7 (1996) 2, pp. 153-162
Persistent link: https://www.econbiz.de/10001334913
Cover Image
Economic models of systemic risk in financial systems
Loretan, Mico - In: The North American journal of economics and finance : a … 7 (1996) 2, pp. 147-152
Persistent link: https://www.econbiz.de/10001334914
Cover Image
Efficiency and risk in small-value, cross-border payments : the North American case
Marquardt, Jeffrey C. - In: The North American journal of economics and finance : a … 7 (1996) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10001335189
Cover Image
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
Cover Image
The transmission of US economic policy uncertainty shocks to Asian and global financial markets
Kido, Yosuke - In: The North American journal of economics and finance : a … 46 (2018), pp. 222-231
Persistent link: https://www.econbiz.de/10012036619
Cover Image
Idiosyncratic volatility, the VIX and stock returns
Qadan, Mahmoud; Kliger, Doron; Chen, Nir - In: The North American journal of economics and finance : a … 47 (2019), pp. 431-441
Persistent link: https://www.econbiz.de/10012120113