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On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
Mazza, Paolo; Petitjean, Mikael - In: Economic modelling 54 (2016), pp. 67-81
Persistent link: https://www.econbiz.de/10011641382
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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
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Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai; Pochea, Maria Miruna - In: Economic modelling 86 (2020), pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Jouini, Jamel; Harrathi, Nizar - In: Economic modelling 38 (2014), pp. 486-494
Persistent link: https://www.econbiz.de/10010418988
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Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: Economic modelling 38 (2014), pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
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Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-ying; Liao, Szu-Lang - In: Economic modelling 26 (2009) 1, pp. 234-240
Persistent link: https://www.econbiz.de/10003817081
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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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Evaluation of realized multi-power variations in minimum variance hedging
Hung, Jui-Cheng - In: Economic modelling 51 (2015), pp. 672-679
Persistent link: https://www.econbiz.de/10011476357