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A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
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Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i; Huang, Teng-ching; Lin, Bing-huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
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Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas; Souza, Ivan - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
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Sovereign debt composition and time-varying public finance sustainability
Afonso, António; Jalles, João Tovar - In: The North American journal of economics and finance : a … 42 (2017), pp. 144-155
Persistent link: https://www.econbiz.de/10011938090
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Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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Economic crisis in the European periphery : an assessment of EMU membership and home policy effects based on the Greek experience
Mpētros, Geōrgios K.; Batavia, Bala; Nandakumar, … - In: The North American journal of economics and finance : a … 36 (2016), pp. 312-327
Persistent link: https://www.econbiz.de/10011672691
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Interpreting TARGET balances in the European Monetary Union : a critical review of the literature
Moro, Beniamino - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012204299
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Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo; Serwa, Dobromił - In: The North American journal of economics and finance : a … 37 (2016), pp. 168-189
Persistent link: https://www.econbiz.de/10011672946
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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin - In: The North American journal of economics and finance : a … 30 (2014), pp. 1-39
Persistent link: https://www.econbiz.de/10010463599