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Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Journal of international financial markets, … 34 (2015), pp. 69-79
Persistent link: https://www.econbiz.de/10011474461
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Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi; Yamane, Akiko - In: Journal of international financial markets, … 39 (2015), pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
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The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
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Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios
Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Journal of international financial markets, … 57 (2018), pp. 160-184
Persistent link: https://www.econbiz.de/10012127622
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Systematic extreme downside risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Journal of international financial markets, … 61 (2019), pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
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The impact of currency movements on asset value correlations
Byström, Hans N. E. - In: Journal of international financial markets, … 31 (2014), pp. 178-186
Persistent link: https://www.econbiz.de/10011299340
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Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh; Hammoudeh, Shawkat; Santos, Paulo … - In: Journal of international financial markets, … 32 (2014), pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
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An analysis of South-Eastern European stock markets : evidence on cointegration and portfolio diversification benefits
Guidi, Francesco; Uğur, Mehmet - In: Journal of international financial markets, … 30 (2014), pp. 119-136
Persistent link: https://www.econbiz.de/10011293049
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Dealing with non-normality when estimating abnormal returns and systematic risk of private equity : a closed-form solution
Buchner, Axel - In: Journal of international financial markets, … 45 (2016), pp. 60-78
Persistent link: https://www.econbiz.de/10011690435