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The role of the board and the audit committee in corporate risk management
Tai, Vivian W.; Lai, Yi-Hsun; Yang, Tung-Hsiao - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012667168
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Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets
Lien, Da-hsiang Donald; Li, Yang; Zhou, Chunyang; Lee, Geul - In: The North American journal of economics and finance : a … 28 (2014), pp. 265-272
Persistent link: https://www.econbiz.de/10010461942
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Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
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A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero; Vacca, Gianmarco; Zoia, Maria Grazia - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
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A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap; Xu, Yafei - In: The North American journal of economics and finance : a … 42 (2017), pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
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Financial contagion in the subprime crisis context : a copula approach
Zorgati, Imen; Lakhal, Faten; Zaabi, Elmoez - In: The North American journal of economics and finance : a … 47 (2019), pp. 269-282
Persistent link: https://www.econbiz.de/10012117859
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Evaluation of multivariate GARCH models in an optimal asset allocation framework
Nor Syahilla Abdul Aziz; Vrontos, Spyridon; Hasim, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 568-596
Persistent link: https://www.econbiz.de/10012120131
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Financial contagion across major stock markets : a study during crisis episodes
BenMim, Imen; BenSaïda, Ahmed - In: The North American journal of economics and finance : a … 48 (2019), pp. 187-201
Persistent link: https://www.econbiz.de/10012120229
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A time-varying copula approach for constructing a daily financial systemic stress index
Tan, Sook-Rei; Li, Changtai; Yeap, Xiu Wei - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10014225802
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Economic policy uncertainty and industry risk on China's stock market
Wang, Jie; Xue, Weina; Song, Jiashan - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013539054