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The reasons why maximum diversification is better than minimum risk, including in terms of risk

Torrente, Maria-Laura; Uberti, Pierpaolo - In: Journal of asset management : a major new, … 26 (2025) 6, pp. 642-675

Persistent link: https://www.econbiz.de/10015485851

Asymmetric roles of macroeconomic variables in the real exchange rate : insights from U.S.-Korea data

Behera, Sarthak; Kim, Hyeongwoo; Kim, Soohyon - 2025

Persistent link: https://www.econbiz.de/10015340148

Factors of predictive power for metal commodities

Papenfuß, Patric; Schischke, Amelie; Rathgeber, Andreas W. - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-32

Persistent link: https://www.econbiz.de/10015371773

Forecasting the future : applying Bayesian model averaging for exchange rates drivers in Ghana

Agyapong, Joseph; Ayamga, Eric Atanga; Anyars, Suleman … - In: Applied economics 57 (2025) 27, pp. 3876-3900

Persistent link: https://www.econbiz.de/10015443017

"Crypto president" : do narrative political signals drive cryptocurrency returns?

Jabeur, Sami Ben; Dhifaoui, Zouhaier; Bakkar, Yassine; … - In: Finance research letters 78 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015418350

Mandatory IFRS adoption and the usefulness of accounting information in predicting future earnings and cash flows

Li, Siyi; Sougiannis, Theodore; Wang, Sophia I. - In: The international journal of accounting 60 (2025) 1, pp. 1-51

Persistent link: https://www.econbiz.de/10015399616

On GARCH and autoregressive stochastic volatility approaches for market calibration and option pricing

Pang, Tao; Zhao, Yang - In: Risks : open access journal 13 (2025) 2, pp. 1-24

-sample and outof-sample performance under the physical measure. Under the risk-neutral measure, we explore the in-sample and out-of-sample … volatility, are not robust for out-of-sample option price predictions. …

Persistent link: https://www.econbiz.de/10015334547

Twitter-based market uncertainty and global stock volatility predictability

Ma, Yong; Li, Shuaibing; Zhou, Mingtao - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015337993

Forecasting the daily exchange rate of the UK pound sterling against the US dollar

Darvas, Zsolt M.; Schepp, Zoltán - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015197874

Hedging downside risk for REITs

Zhou, Jian - In: The North American journal of economics and finance : a … 79 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015435489

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