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Islamic and conventional portfolios optimization under investor sentiment states : Bayesian vs Markowitz portfolio analysis
Trichilli, Yousra; Abbes, Mouna Boujelbène; Masmoudi, Afif - In: Research in international business and finance 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012208228
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Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem; Zaied, Younes Ben; Ben Lahouel, Bechir; … - In: Research in international business and finance 64 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
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Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: Research in international business and finance 66 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
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European systemic credit risk transmission using Bayesian networks
Ballester, Laura; López, Jesúa; Pavia, José Manuel - In: Research in international business and finance 65 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
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Macroeconomic impact of the Sino-U.S. trade frictions : based on a two-country, two-sector DSGE model
Yang, Shanran; Shi, Benye; Yang, Fujia - In: Research in international business and finance 65 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014432630
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Financial market spillovers and macroeconomic shocks : evidence from China
Feng, Haoyuan; Liu, Yue; Wu, Jie; Guo, Kun - In: Research in international business and finance 65 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014434097
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China's intervention in the central parity rate: a Bayesian Tobit analysis
He, Li; Zhang, Zhichao; Zhang, Chuanjie - In: Research in international business and finance 39 (2017), pp. 612-624
Persistent link: https://www.econbiz.de/10011876675
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Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing; Tiwari, Aviral Kumar; Gozgor, Giray; Lu, Zhou - In: Research in international business and finance 53 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
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What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Gernát, Peter; Košťálová, Zuzana; Lyócsa, Štefan - In: Research in international business and finance 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012208218
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Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models
Koki, Constandina; Leonardos, Stefanos; Piliouras, Georgios - In: Research in international business and finance 59 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013410834