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Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
Lin, Saiyan; Chen, Rongda; Lv, Zhihong; Zhou, Tianqing; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012202884
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Which information matters to market risk spreading in Brazil? : volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas
Oliveira, Felipe A. de; Maia, Sinézio Fernandes; … - In: The North American journal of economics and finance : a … 45 (2018), pp. 83-100
Persistent link: https://www.econbiz.de/10012117759
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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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Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
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Market risks that change domestic diversification benefits
Sarwar, Ghulam - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
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Tackling the over-dispersion of operational risk : implications on capital adequacy requirements
Feria-Domínguez, José Manuel; Jiménez-Rodríguez, Enrique - In: The North American journal of economics and finance : a … 31 (2015), pp. 206-221
Persistent link: https://www.econbiz.de/10011514219
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Government debt spillovers in a monetary union
Landon, Stuart; Smith, Constance E. - In: The North American journal of economics and finance : a … 18 (2007) 2, pp. 135-154
Persistent link: https://www.econbiz.de/10003608950
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Does transparency of central banks communication affect credit market? : empirical evidence for advanced and emerging markets
Tiberto, Bruno Pires; Moraes, Claudio Oliveira de; Pio … - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012642420
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The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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Write-down bonds, credit risk and imperfect information
Zhao, Zhiming; Li, Shasha; Tang, Huiling - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822068