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International journal of finance & economics : IJFE
Economic modelling
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209
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201
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137
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132
Finance research letters
126
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94
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ECONIS (ZBW)
90
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1
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
2
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
3
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
4
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
5
How do investors price accrual risk during crises?
Alhenawi, Yasser
;
Hassan, M. Kabir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
Saved in:
6
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
7
Uncovered equity returns parity in non-euro Central European EU member countries
Orłowski, Lucjan T.
;
Soper, Carolyne
;
Sywak, Monika
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 307-315
Persistent link: https://www.econbiz.de/10014253190
Saved in:
8
The relationship between excessive lending, risk premium and risk-taking : evidence from European banks
Alhalabi, Thaer
;
Castro, Vítor
;
Wood, Justine
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 448-471
Persistent link: https://www.econbiz.de/10014253214
Saved in:
9
Endogenous discounting, investment and asset pricing
Niu, Yingjie
;
Zhao, Siqi
;
Zou, Zhentao
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 644-650
Persistent link: https://www.econbiz.de/10014253253
Saved in:
10
Do forward premium rates predict the spot rates? : comparison of developed and emerging economies
Ahmed, Wajid Shakeel
;
Khattak, Shoaib
;
Ahmed, Ijlal
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2178-2187
Persistent link: https://www.econbiz.de/10014253691
Saved in:
11
Exchange rate predictability, risk premiums, and predictive system
Bak, Yuhyeon
;
Park, Cheolbeom
- In:
Economic modelling
116
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014512468
Saved in:
12
Detecting crisis vulnerability using yield spread interconnectedness
Garcia Alvarado, Fernando
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3864-3880
Persistent link: https://www.econbiz.de/10013461279
Saved in:
13
Oil price risk and the cross-section of stock returns in Turkey
Azimli, Asil
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4105-4122
Persistent link: https://www.econbiz.de/10013461311
Saved in:
14
Multi-scale inter-temporal capital asset pricing model
Sakemoto, Ryuta
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4298-4317
Persistent link: https://www.econbiz.de/10013461328
Saved in:
15
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
16
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
17
Exploring risks in syndicated loan networks : evidence from real estate investment trusts
Kanno, Masayasu
- In:
Economic modelling
115
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014228675
Saved in:
18
Is there a value premium in cryptoasset markets?
Liebi, Luca J.
- In:
Economic modelling
109
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013348228
Saved in:
19
A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng
;
Xia, Bobo
;
Guo, Zhaoxuan
- In:
Economic modelling
94
(
2021
),
pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
Saved in:
20
Equity premium and monetary policy in a model with limited asset market participation
Horváth, Roman
;
Kaszab, Lorant
;
Marsal, Ales
- In:
Economic modelling
95
(
2021
),
pp. 430-440
Persistent link: https://www.econbiz.de/10012696019
Saved in:
21
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
22
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
23
Fiscal stance and the sovereign risk pass-through
Beqiraj, Elton
;
Patella, Valeria
;
Tancioni, Massimiliano
- In:
Economic modelling
102
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012796958
Saved in:
24
Aggregate liquidity premium and cross-sectional returns : evidence from China
Liao, Cunfei
;
Luo, Qianlin
;
Tang, Guohao
- In:
Economic modelling
104
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013164202
Saved in:
25
Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram
- In:
Economic modelling
91
(
2020
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
Saved in:
26
Credit risk-return puzzle : evidence from India
Nedumparambil, Elizabeth
;
Bhandari, Anup Kumar
- In:
Economic modelling
92
(
2020
),
pp. 195-206
Persistent link: https://www.econbiz.de/10012429648
Saved in:
27
The risk premium, interest rate determination, and monetary independence under a fixed, but adjustable, exchange rate
Pasula, Kit P. M.
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 313-331
Persistent link: https://www.econbiz.de/10011698782
Saved in:
28
Real effects of inflation on external debt in developing economies
Assibey-Yeboah, Mark
;
Mallick, Sushanta Kumar
;
Mohsin, …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 398-416
Persistent link: https://www.econbiz.de/10011698809
Saved in:
29
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
Saved in:
30
Risk aversion connectedness in five European countries
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Economic modelling
71
(
2018
),
pp. 68-79
Persistent link: https://www.econbiz.de/10012062452
Saved in:
31
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon
- In:
Economic modelling
70
(
2018
),
pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
Saved in:
32
Assessing sovereign default risk : a bottom-up approach
Liu, Feng
;
Kalotay, Egon
;
Trück, Stefan
- In:
Economic modelling
70
(
2018
),
pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
Saved in:
33
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.
;
Nix, Joan
- In:
Economic modelling
68
(
2018
),
pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
Saved in:
34
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
35
Generalized financial ratios to predict the equity premium
Algaba, Andres
;
Boudt, Kris
- In:
Economic modelling
66
(
2017
),
pp. 244-257
Persistent link: https://www.econbiz.de/10011813731
Saved in:
36
What drives differences of opinion in sovereign ratings? : the roles of information disclosure and political risk
Huong Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 216-233
Persistent link: https://www.econbiz.de/10011960306
Saved in:
37
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
38
Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain
;
Nor, Safwan Mohd
;
Ferrer, …
- In:
Economic modelling
60
(
2017
),
pp. 211-230
Persistent link: https://www.econbiz.de/10011734203
Saved in:
39
Uninsured expense shocks and equity premia
Wang, Qin
;
Ren, Yu
;
Zou, Yiheng
- In:
Economic modelling
58
(
2016
),
pp. 64-74
Persistent link: https://www.econbiz.de/10011647041
Saved in:
40
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
41
Modelling events : the short-term economic impact of leaving the EU
Baker, Jessica
;
Carreras, Oriol
;
Kirby, Simon
;
Meaning, Jack
- In:
Economic modelling
58
(
2016
),
pp. 339-350
Persistent link: https://www.econbiz.de/10011647430
Saved in:
42
The skewness risk premium in currency markets
Broll, Michael
- In:
Economic modelling
58
(
2016
),
pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
Saved in:
43
Panel data models and the uncovered interest parity condition : the role of two-way unobserved components
Herger, Nils
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011560517
Saved in:
44
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
45
Generalized asset pricing : Expected Downside Risk-based equilibrium modeling
Ormos, Mihály
;
Timotity, Dusán
- In:
Economic modelling
52
(
2016
),
pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
Saved in:
46
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
47
Gurus and belief manipulationh
Jouini, Elyès
;
Napp, Clotilde
- In:
Economic modelling
49
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011439463
Saved in:
48
Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume
;
Peltonen, Tuomo
- In:
Economic modelling
49
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
Saved in:
49
Statistical premium in correlated losses of insurance
Lai, Li-Hua
- In:
Economic modelling
49
(
2015
),
pp. 248-253
Persistent link: https://www.econbiz.de/10011439542
Saved in:
50
Policy risks, technological risks and stock returns : new evidence from the US stock market
Apergēs, Nikolaos
- In:
Economic modelling
51
(
2015
),
pp. 359-365
Persistent link: https://www.econbiz.de/10011476052
Saved in:
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