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Research in international business and finance
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ECONIS (ZBW)
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1
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
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2
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
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3
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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4
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
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5
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
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6
Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Research in international business and finance
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
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7
Financial risk and financial risk management
Batten, Jonathan A.
(
ed.
); …
-
2002
-
1. ed
Persistent link: https://www.econbiz.de/10001677915
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8
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
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9
Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim
;
Tiwari, Shiv Ratan
;
Wadhwani, Akshay
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
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10
Responses of REITs index and commercial property prices to economic uncertainties : a VAR analysis
Fereidouni, Hassan Gholipour
;
Tajaddini, Reza
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013286181
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