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Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
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Region-wide connectedness of Asian equity and currency markets
Kinkyō, Takuji - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10013188170
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Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed; Cao, Xu; Lazrak, Skander; Wang, Yan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
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Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: The North American journal of economics and finance : a … 26 (2013), pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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Forecasting the Chinese stock market volatility with international market volatilities : the role of regime switching
Zhang, Yaojie; Lei, Likun; Wei, Yu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
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Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Mahadeo, Scott M. R.; Heinlein, Reinhold; Legrenzi, … - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013449099
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Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao; Qian, Huanhuan; Pérez Rodríguez, Jorge V. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
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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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Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen; Alañón Pardo, Ángel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012656917