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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
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Solving replication problems in a complete market by orthogonal series expansion
Dong, Chaohua; Gao, Jiti - In: The North American journal of economics and finance : a … 25 (2013), pp. 306-317
Persistent link: https://www.econbiz.de/10009779212
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Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad; Anwar, Sajid - In: The North American journal of economics and finance : a … 37 (2016), pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
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Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R. - In: The North American journal of economics and finance : a … 37 (2016), pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
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Evidence of information transmission across currency futures markets using frequency domain tests
Kumar, Satish - In: The North American journal of economics and finance : a … 37 (2016), pp. 319-327
Persistent link: https://www.econbiz.de/10011672977
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Estimation of spot volatility with superposed noisy data
Liu, Qiang; Liu, Yiqi; Liu, Zhi; Wang, Li - In: The North American journal of economics and finance : a … 44 (2018), pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - In: The North American journal of economics and finance : a … 44 (2018), pp. 265-277
Persistent link: https://www.econbiz.de/10012036549
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Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu; Zheng, Tingguo - In: The North American journal of economics and finance : a … 40 (2017), pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
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Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel; Perote, Javier - In: The North American journal of economics and finance : a … 42 (2017), pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid; Savaser, Tanseli; Welch, Robert L.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012201385