Narrow search
Showing 1 - 10 of 275
Cover Image
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander; Dahmene, Meriam; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Cover Image
The impact of share repurchases on equity finance and performance
Chen, Ni-Yun; Liu, Chi-chun - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 198-212
Persistent link: https://www.econbiz.de/10014461563
Cover Image
Credit risk securitization and bank soundness in Europe
Michalak, Tobias C.; Uhde, André - In: The quarterly review of economics and finance : journal … 52 (2012) 3, pp. 272-285
Persistent link: https://www.econbiz.de/10009683553
Cover Image
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Cover Image
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali; Hedhli, Amel - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Cover Image
Uncovering equity market contagion among BRICS countries : an application of the multivariate GARCH model
Bonga-Bonga, Lumengo - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 36-44
Persistent link: https://www.econbiz.de/10012034396
Cover Image
Interest rate volatility and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.; Psychoyios, Dimitris - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Cover Image
Volatility spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 121-136
Persistent link: https://www.econbiz.de/10012035037
Cover Image
Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
Cover Image
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288