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Mean reversion in US and international short rates
Christiansen, Charlotte - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
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Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
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Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang; Lin, Sha - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
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Liquidity and firm value in an emerging market : nonlinearity, political connections and corporate ownership
Chia, Yee-Ee; Lim, Kian-Ping; Goh, Kim-leng - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012654929
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Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices
Chou, K. W. - In: The North American journal of economics and finance : a … 49 (2019), pp. 331-351
Persistent link: https://www.econbiz.de/10012269263
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Volatility transmission in the European money market
Nautz, Dieter; Offermanns, Christian J. - In: The North American journal of economics and finance : a … 19 (2008) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10003742567
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Mexico versus Canada: Stability benefits from making common currency with USD?
Von Furstenberg, George M. - In: The North American journal of economics and finance : a … 17 (2006) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10003308296
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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
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Trilemma policy convergence patterns and output volatility
Aizenman, Joshua; Itō, Hiro - In: The North American journal of economics and finance : a … 23 (2012) 3, pp. 269-285
Persistent link: https://www.econbiz.de/10009704520