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The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son; Parcollet, Mathieu; Lamond, Bernard F. - In: International review of financial analysis 33 (2014), pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
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Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
Hoang, Thi Hong Van; Hooi Hooi Lean; Wong, Wing Keung - In: International review of financial analysis 42 (2015), pp. 98-108
Persistent link: https://www.econbiz.de/10011573308
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The reduced-rank beta in linear stochastic discount factor models
Sun, Yang; Zhang, Xuan; Zhang, Zhekai - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472971
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Convex risk measures based on generalized lower deviation and their applications
Fu, Tianwen; Zhuang, Xinkai; Hui, Yongchang; Liu, Jia - In: International review of financial analysis 52 (2017), pp. 27-37
Persistent link: https://www.econbiz.de/10011868689
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The anatomy of buyer-seller dynamics in decentralized markets
Giovannetti, Andrea - In: International review of financial analysis 77 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012806426
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Crowd wisdom and internet searches : what happens when investors search for stocks?
Geng, Yuedan; Ye, Qiang; Jin, Yu; Shi, Wen - In: International review of financial analysis 82 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013431329
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Options illiquidity in an over-the-counter market
Ahn, Jungkyu - In: International review of financial analysis 94 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
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Random walks in the UK pound US dollar exchange rates
Smoluk, Herbert J. - In: International review of financial analysis 7 (1998) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10001252954
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Stochastic chaos or ARCH effects in stock series? : A comparative study
Kyrtsou, Catherine; Terraza, Michel - In: International review of financial analysis 11 (2002) 4, pp. 407-431
Persistent link: https://www.econbiz.de/10001745102
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Realized normal volatility and maximum outlying jumps in high frequency returns for Korean won-US Dollar
Chae-Deug, Yi - In: International review of financial analysis 95 (2024) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10015145287