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A model of dynamic tail dependence between crude oil prices and exchange rates
Guo, Ranran; Ye, Wuyi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013188337
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Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui; Bian, Zhicun; Chen, Naiwei - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
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Option pricing with the control variate technique beyond Monte Carlo simulation
Chiu, Chun-Yuan; Dai, Tian-Shyr; Lyuu, Yuh-dauh; Liu, … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013539074
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Special issue: Crisis and opportunity : policy evaluation during the global turmoil
Kouretas, Georgios P. (contributor) - 2010
Persistent link: https://www.econbiz.de/10003994107
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Contagion in global equity markets in 1998 : the effects of the Russian and LTCM crises
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: The North American journal of economics and finance : a … 18 (2007) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10003608961
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Financial CDS, stock market and interest rates : which drives which?
Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276
Persistent link: https://www.econbiz.de/10009427388
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Development threshold, capital flows, and financial turbulence
Ding, Ding; Jinjarak, Yothin - In: The North American journal of economics and finance : a … 23 (2012) 3, pp. 365-385
Persistent link: https://www.econbiz.de/10009704509
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The effect of episodes of large capital inflows on domestic credit
Furceri, Davide; Guichard, Stéphanie; Rusticelli, Elena - In: The North American journal of economics and finance : a … 23 (2012) 3, pp. 325-344
Persistent link: https://www.econbiz.de/10009704515
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Overview of the special issue on international finance in the aftermath of the 2008 global crisis
Aizenman, Joshua; Noy, Ilan - In: The North American journal of economics and finance : a … 23 (2012) 3, pp. 265-268
Persistent link: https://www.econbiz.de/10009704524
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Special issue: International finance in the aftermath of the 2008 global crisis
Aizenman, Joshua (contributor) - 2012
Persistent link: https://www.econbiz.de/10009704527