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Lessons from naïve diversification about the risk-reward trade-off
Haensly, Paul J. - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-37
Persistent link: https://www.econbiz.de/10013413455
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
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Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.; Powell, Robert; Yong, J.; Singh, A. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012665495
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Time-frequency quantile dependence between Bitcoin and global equity markets
Maghyereh, Aktham I.; Abdoh, Hussein - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012821410
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Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun; Xiao, Binuo; Huang, Yilong; Zhou, Li - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
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Unconventional monetary policy and financialization of commodities
Ordu-Akkaya, Beyza Mina; Soytaş, Uǧur - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012659050
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Swiss National Bank communication and investors' uncertainty
Hüning, Hendrik - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012659095
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Impact of COVID-19 pandemic on stock markets : conventional vs. Islamic indices using wavelet-based multi-timescales analysis
Hasan, Md. Bokhtiar; Masnun Mahi; Hassan, M. Kabir; … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013186608
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How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?
Dong, Xiyong; Song, Li; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013188194
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The impact of NAFTA on North American stock market linkages
Lahrech, Abdelmounaim; Sylwester, Kevin - In: The North American journal of economics and finance : a … 25 (2013), pp. 94-108
Persistent link: https://www.econbiz.de/10009777850