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ECONIS (ZBW)
257
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1
Causal relationship among cryptocurrencies : a conditional quantile approach
Kim, Myeong Jun
;
Nguyen Phuc Canh
;
Park, Sung Y.
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014580414
Saved in:
2
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Saved in:
3
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
4
The stock price reaction of the COVID-19 pandemic on the airline, hotel, and tourism industries
Carter, David A.
;
Mazumder, Sharif
;
Simkins, Betty J.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494769
Saved in:
5
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
6
Uncovering the risk-return trade-off through ridge regressions
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Finance research letters
71
(
2025
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015197449
Saved in:
7
Wall Street sneezes and global finance catches a cold : How does geopolitical risk contribute? A tale of tail
Neto, David
- In:
Finance research letters
73
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015211455
Saved in:
8
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
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9
On the weight sign of the global minimum variance portfolio
Chiu, Wan-Yi
;
Jiang, Ching-hai
- In:
Finance research letters
19
(
2016
),
pp. 241-246
Persistent link: https://www.econbiz.de/10011657693
Saved in:
10
Global bond risk premia under falling stars
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Finance research letters
42
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014580460
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