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person:"McAleer, Michael"
~person:"Kang, Sang Hoon"
~subject:"Risk management"
~type_genre:"Article in journal"
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Volatility
126
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126
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52
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McAleer, Michael
Kang, Sang Hoon
Kumar, Dilip
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4
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The North American journal of economics and finance : a journal of financial economics studies
5
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
International review of economics & finance : IREF
1
Journal of econometrics
1
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1
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
5
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
6
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
7
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
8
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
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