Skip to contents

  1. Kuziboev, Bekhzod [Author]; Vysušilová, Petra [Author]; Salahodjaev, Raufhon [Author]; Rajabov, Alibek [Author]; Rakhimov, Tukhtabek [Author]

    The volatility assessment of CO2 emissions in Uzbekistan : ARCH/GARCH models

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: International Journal of Energy Economics and Policy ; 13(2023), 5, Seite 1-7

  2. Aftab, Hira [Author]; Beg, Rabiul Alam [Author]

    Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2021

    Published in: International Journal of Financial Studies ; 9(2021), 1/3 vom: März, Seite 1-13

  3. Ludolph, Melina [Author] ; Leibniz-Institut für Wirtschaftsforschung Halle

    The adverse effect of contingent convertible bonds on bank stability - [This version: August 27, 2023]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Halle (Saale), Germany: Halle Institute for Economic Research (IWH) - Member of the Leibniz Association, [2023?]

    Published in: Leibniz-Institut für Wirtschaftsforschung Halle: IWH-Diskussionspapiere ; 2022,1

  4. Peng, Weijia [Author]; Yao, Chun [Author]

    Co-jumps, co-jump tests, and volatility forecasting : Monte Carlo and empirical evidence

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2022

    Published in: Journal of risk and financial management ; 15(2022), 8 vom: Juli, Artikel-ID 334, Seite 1-21

  5. Boswijk, Herman Peter [Author]; Cavaliere, Giuseppe [Author]; De Angelis, Luca [Author]; Taylor, Robert [Author]

    Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Econometric reviews ; 42(2023), 9/10, Seite 725-757

  6. Liu, Ruipeng [Author]; Segnon, Mawuli [Author]; Cepni, Oguzhan [Author]; Gupta, Rangan [Author]

    Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Pretoria, South Africa: Department of Economics, University of Pretoria, [2023]

    Published in: Department of Economics working paper series ; 2023,40

  7. Hsu, Shu-Han [Author]

    Investigating the co-volatility spillover effects between cryptocurrencies and currencies at different natures of risk events

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2022

    Published in: Journal of risk and financial management ; 15(2022), 9 vom: Aug., Artikel-ID 372, Seite 1-15

  8. Manner, Hans [Author]; Rodriguez, Gabriel [Author]; Stöckler, Florian [Author]

    A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Graz: Department of Economics, Department of Public Economics, University of Graz, December 2021

    Published in: Graz economics papers ; 2021,14

  9. Bickley, Steve J. [Author]; Brumpton, Martin [Author]; Chan, Ho Fai [Author]; Colthurst, Richard [Author]; Torgler, Benno [Author]

    Turbulence in the financial markets: Cross-country differences in market volatility in response to COVID-19 pandemic policies

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Zürich: Center for Research in Economics, Management and the Arts (CREMA), 2020