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Global risk and demand for gold by central banks
Gopalakrishnan, Balagopal; Mohapatra, Sanket - In: Applied economics letters 25 (2018) 12, pp. 835-839
Persistent link: https://www.econbiz.de/10012130448
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Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
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The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models
Platanakis, Emmanouil; Sakkas, Athanasios; Sutcliffe, … - In: Applied economics letters 26 (2019) 6, pp. 516-521
Persistent link: https://www.econbiz.de/10012204261
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Re-examining differences between momentum and time series momentum among individual stocks
Mu, Yuandong; He, Chaohua - In: Applied economics letters 26 (2019) 18, pp. 1537-1543
Persistent link: https://www.econbiz.de/10012204837
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Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus; Haga, Jesper - In: Applied economics letters 24 (2017) 20, pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
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Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad - In: Applied economics letters 25 (2018) 3, pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
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Option valuation with liquidity risk and jumps
Zhang, Hai; Ku, Hyejin - In: Applied economics letters 25 (2018) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Equities as long-term inflation hedges : small versus large company stocks
Ciner, Cetin - In: Applied economics letters 22 (2015) 16/18, pp. 1395-1398
Persistent link: https://www.econbiz.de/10011380206
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Does the "Dogs of the Dow" strategy work better in blue chips?
Chong, Terence Tai-Leung; Kin Keung Luk - In: Applied economics letters 17 (2010) 10/12, pp. 1173-1175
Persistent link: https://www.econbiz.de/10008699158