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Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo; Kim, Jeong-Hoon - In: The North American journal of economics and finance : a … 48 (2019), pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
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Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation
Moura, Marcelo; Gaião, Rafael Ladeira - In: The North American journal of economics and finance : a … 27 (2014), pp. 114-144
Persistent link: https://www.econbiz.de/10010460890
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Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 27 (2014), pp. 104-113
Persistent link: https://www.econbiz.de/10010460893
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Transmission of US financial and trade shocks to Asian economies : implications for spillover of the 2007 - 2009 US financial crisis
Yamamoto, Shugo - In: The North American journal of economics and finance : a … 27 (2014), pp. 88-103
Persistent link: https://www.econbiz.de/10010460896
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Banks’ capital, regulation and the financial crisis
Teixeira, João C. A.; Silva, Francisco José Ferreira; … - In: The North American journal of economics and finance : a … 28 (2014), pp. 33-58
Persistent link: https://www.econbiz.de/10010461182
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Interest rate risk propagation : evidence from the credit crunch
Yang, Hsin-Feng; Liu, Chih-Liang; Chou, Ray Yeutien - In: The North American journal of economics and finance : a … 28 (2014), pp. 242-264
Persistent link: https://www.econbiz.de/10010461946
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Special issue: Opportunities and challenges post recent financial crisis : [In May 2013, National Taiwan Normal University ..., co-hosted a two-day Conference "Opportunities ..." a...
Lien, Da-hsiang Donald (contributor) - In: The North American journal of economics and finance : a … 28 (2014), pp. 237-374
Persistent link: https://www.econbiz.de/10010462128
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The conditional dependence structure of insurance sector credit default swap indices
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
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The effects of the Global Financial Crisis on the stock holding decisions of Australian households
Cardak, Buly A.; Martin, Vance; McAllister, Richard - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012200865
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Crash risk, institutional investors and stock returns
Rao, Lanlan; Zhou, Liyun - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012201310