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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Kointegration"
~subject:"United Kingdom"
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1
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
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2
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
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3
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
4
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
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5
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
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6
Capital misallocation and financial market frictions : empirical evidence from equity cost of capital
Shen, Junyan
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 486-504
Persistent link: https://www.econbiz.de/10014472448
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7
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
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8
How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?
Chen, Qi-an
;
Li, Huashi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 590-610
Persistent link: https://www.econbiz.de/10014364123
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9
A semi-parametric study on dynamic linkages among international real interest rates
You, Zhongyuan
;
Goodwin, Barry K.
;
Guney, Selin
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 215-229
Persistent link: https://www.econbiz.de/10014431312
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10
Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 425-439
Persistent link: https://www.econbiz.de/10014431585
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