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The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
Marshall, Andrew P.; Maulana, Tb Nur Ahmad; Tang, Leilei - In: International review of financial analysis 18 (2009) 5, pp. 250-259
Persistent link: https://www.econbiz.de/10003936603
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Assessing the impact of heteroskedasticity for evaluating hedge fund performance
Marshall, Andrew P.; Tang, Leilei - In: International review of financial analysis 20 (2011) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10009295930
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A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.; Allen, David E.; Morkel-Kingsbury, Nigel - In: International review of financial analysis 11 (2002) 3, pp. 311-329
Persistent link: https://www.econbiz.de/10001715978
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Investigating the role of illiquidity in explaining the UK closed-end country fund discount
Davies, Richard; Fletcher, Mary; Marshall, Andrew P. - In: International review of financial analysis 30 (2013), pp. 121-130
Persistent link: https://www.econbiz.de/10010459984
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Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic : evidence from global stock markets
Hsu, Yu-Lin; Tang, Leilei - In: International review of financial analysis 82 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013426208
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Insider trading, tax-loss selling, and the turn-of-the-year effect
Hillier, David; Marshall, Andrew P. - In: International review of financial analysis 11 (2002) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001745212
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Assessing the impact of heteroskedasticity for evaluating hedge fund performance
Marshall, Andrew; Tang, Leilei - In: International review of financial analysis 20 (2011) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10008818604
Cover Image
The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
Marshall, Andrew; Maulana, Tubagus; Tang, Leilei - In: International review of financial analysis 18 (2009) 5, pp. 250-260
Persistent link: https://www.econbiz.de/10008891785
Cover Image
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.; Allen, David E.; Morkel-Kingsbury, Nigel - In: International review of financial analysis 11 (2002) 3, pp. 311-330
Persistent link: https://www.econbiz.de/10007165519
Cover Image
Insider trading, tax-loss selling, and the turn-of-the-year effect
Hillier, David; Marshall, Andrew - In: International review of financial analysis 11 (2002) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10007168468