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Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets
Jin, Xiaoye - In: International review of economics & finance : IREF 37 (2015), pp. 340-353
Persistent link: https://www.econbiz.de/10011542162
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The effect of conflict on Palestine, Israel, and Jordan stock markets
Hassouneh, Islam; Couleau, Anabelle; Serra, Teresa; … - In: International review of economics & finance : IREF 56 (2018), pp. 258-266
Persistent link: https://www.econbiz.de/10012033694
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Estimating downside risk in stock returns under structural breaks
Hood, Matthew; Malik, Farooq - In: International review of economics & finance : IREF 58 (2018), pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
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Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures
Huang, MeiChi; Wu, Chih-Chiang; Liu, Shih-Min; Wu, Chang-Che - In: International review of economics & finance : IREF 42 (2016), pp. 54-71
Persistent link: https://www.econbiz.de/10011625055
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Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang - In: International review of economics & finance : IREF 42 (2016), pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
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Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
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Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-man - In: International review of economics & finance : IREF 42 (2016), pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
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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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The overconfident trading behavior of individual versus institutional investors
Liu, Hsiang-Hsi; Chuang, Wen-I; Huang, Jih-Jeng; Chen, … - In: International review of economics & finance : IREF 45 (2016), pp. 518-539
Persistent link: https://www.econbiz.de/10011626536