Narrow search
Showing 1 - 10 of 293
Cover Image
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric reviews 28 (2009) 5, pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Cover Image
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010198257
Cover Image
Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010191274
Cover Image
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 40 (2015), pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Cover Image
Editorial note : review papers for Journal of Risk and Financial Management (JRFM)
McAleer, Michael - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-2
The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully …
Persistent link: https://www.econbiz.de/10011855244
Cover Image
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410203
Cover Image
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2014
Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty … and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy … methods have contributed significantly to the analysis of financial risk management when there is economic uncertainty …
Persistent link: https://www.econbiz.de/10010366930
Cover Image
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat; McAleer, Michael - In: International review of economics & finance : IREF 40 (2015), pp. 1-7
Persistent link: https://www.econbiz.de/10011571823
Cover Image
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016
The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers (namely, the delayed effect of a returns shock in...
Persistent link: https://www.econbiz.de/10011520514
Cover Image
The Journal of Risk and Financial Management in open access
McAleer, Michael - In: Journal of risk and financial management : JRFM 6 (2013) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10011553413