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Do Aussie markets smile? : implied volatility functions and determinants

Tanha, Hassan; Dempsey, Michael - In: Applied economics 47 (2015) 28/30, pp. 3143-3163

Persistent link: https://www.econbiz.de/10011289355

Evidence on industry cost of equity estimators

Gharaibeh, Omar; Bornholt, Graham; Dempsey, Michael - In: The international journal of business and finance … 8 (2014) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10010361336

Back-testing extreme value and Lévy value-at-risk models : evidence from international futures markets

Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun - In: Journal of risk finance : the convergence of financial … 18 (2017) 1, pp. 88-118

Persistent link: https://www.econbiz.de/10011653721

Do coherent risk measures identify assets risk profiles similarly? : evidence from international futures markets

Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael - In: Investment management and financial innovations 14 (2017) 3, pp. 361-380

Persistent link: https://www.econbiz.de/10011875432

Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models

Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Global finance journal 37 (2018), pp. 248-261

Persistent link: https://www.econbiz.de/10012125354

Derivatives usage by Australian industrial firms : pre-, during and post-GFC

Tanha, Hassan; Dempsey, Michael; Labeb, Mena - In: Review of economics & finance 11 (2018) 1, pp. 31-39

Persistent link: https://www.econbiz.de/10011869801

The effects of the Paris climate agreement on stock markets : evidence from the German stock market

Huy Pham; Van Nguyen; Ramiah, Vikash; Saleem, Kashif; … - In: Applied economics 51 (2019) 57, pp. 6068-6075

Persistent link: https://www.econbiz.de/10012197318

A global perspective of market reaction to environmental quality : evidence from dynamic panel approach

Yahya, Farzan; Huy Pham; Waqas, Muhammad - In: International journal of green economics : IJGE 14 (2020) 4, pp. 366-385

Persistent link: https://www.econbiz.de/10012510879

Do transparency and anti-monopoly policies matter for financial development? : evidence from a panel ARDL-PMG approach

Zhang, Shaohua; Yahya, Farzan; Huy Pham; Waqas, Muhammad - In: Journal of applied economics 24 (2021) 1, pp. 1-16

We examine the effect of macroeconomic stability, transparent government policies, and anti-monopoly policies on financial market development using extensive panel data of 113 countries over the period 2007 to 2017. By applying ARDL-PMG and controlling for GDP, trade openness, and market size,...

Persistent link: https://www.econbiz.de/10013174097

Asymmetric monetary policy effects on cryptocurrency markets

Thai Vu Hong Nguyen; Nguyen, Binh T.; Nguyen Son Kien; … - In: Research in international business and finance 48 (2019), pp. 335-339

Persistent link: https://www.econbiz.de/10012135926