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Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés; Rodríguez-Raga, Santiago; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman; Šopov, Boril - In: The North American journal of economics and finance : a … 37 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
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Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi; Lin, Shin-Hung; Wang, Chiu-Ping - In: The North American journal of economics and finance : a … 48 (2019), pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
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The effect of short-sale restrictions on the information transmission of extended index futures trading
Wang, Janchung; Yeh, Shih-kuo; Wang, Bo-Ting - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012654869
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu; Teng, Yuxin; Li, Weiping; Liu, Wenwen - In: The North American journal of economics and finance : a … 49 (2019), pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
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Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano - In: The North American journal of economics and finance : a … 36 (2016), pp. 49-68
Persistent link: https://www.econbiz.de/10011672599
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Relationship between oil, stock prices and exchange rates : a vine copula based GARCH method
Aloui, Riadh; Ben Aïssa, Mohamed Safouane - In: The North American journal of economics and finance : a … 37 (2016), pp. 458-471
Persistent link: https://www.econbiz.de/10011672989
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Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan - In: The North American journal of economics and finance : a … 47 (2019), pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
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The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449345