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ETF risk models

Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17

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Are long-term bond yields excessively volatile?

Zhu, Zhen - In: Journal of economic studies 28 (2001) 6, pp. 433-445

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Risk perception and diversification behaviour in investment decisions

Siebenmorgen, Niklas - 2001

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Kursänderungsrisiken festverzinslicher Wertpapiere

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The impact of financial stress and uncertainty on green and conventional bonds and stocks : a nonlinear and nonparametric quantile analysis

Mar'I, Muhammad; Seraj, Mehdi; Tursoy, Turgut - In: Risks : open access journal 12 (2024) 8, pp. 1-18

This study aims to investigate the impact of financial stress and uncertainty on the returns of green and conventional bonds and stocks in the United States from 2010 to 2022. The research utilizes nonlinear and nonparametric analysis, which includes the quantile-on-quantile and nonparametric...

Persistent link: https://www.econbiz.de/10015065766

Co-volatility dynamics in global cryptocurrency and conventional asset classes : a multivariate stochastic factor volatility approach

Velappan, Shalini - In: Studies in economics and finance 41 (2024) 5, pp. 1023-1043

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Portfolio selection in stochastic environments

Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39

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Rate fears gauges and the dynamics of fixed income and equity volatilities

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377668

Rate fears gauges and the dynamics of fixed income and equity volatilities

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377669

Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92

Persistent link: https://www.econbiz.de/10011476078