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Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
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Systematic risk and volatility skew
Tzang, Shyh-Weir; Wang, Chou-Wen; Yu, Min-Teh - In: International review of economics & finance : IREF 43 (2016), pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
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Do financial stress and policy uncertainty have an impact on the energy and metals markets? : a quantile regression approach
Reboredo, Juan Carlos; Uddin, Mohammed Gazi Salah - In: International review of economics & finance : IREF 43 (2016), pp. 284-298
Persistent link: https://www.econbiz.de/10011625701
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Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James - In: International review of economics & finance : IREF 33 (2014), pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
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Firm age, idiosyncratic risk, and long-run SEO underperformance
Huang, Chia Wei; Ho, Po-Hsin; Lin, Chih-Yung; Yen, Ju-Fang - In: International review of economics & finance : IREF 34 (2014), pp. 246-266
Persistent link: https://www.econbiz.de/10010533151
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Asset pricing with time varying pessimism and rare disasters
Zhang, Jian; Kong, Dongmin; Liu, Hening; Wu, Ji - In: International review of economics & finance : IREF 60 (2019), pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
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Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali; Urga, Giovanni; Yao, Wenying - In: International review of economics & finance : IREF 62 (2019), pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
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Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min - In: International review of economics & finance : IREF 62 (2019), pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
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Measuring uncertainty in the stock market
Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: International review of economics & finance : IREF 48 (2017), pp. 18-33
Persistent link: https://www.econbiz.de/10011747070
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Idiosyncratic volatility, conditional liquidity and stock returns
Malagon, Juliana; Moreno, David; Rodríguez, Rosa - In: International review of economics & finance : IREF 53 (2018), pp. 118-132
Persistent link: https://www.econbiz.de/10011791727