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Results 11-20 of 33.
Year of PublicationTitleAuthor(s)
2020Measuring the performance of bank loans under Basel II/III and IFRS 9/CECL
In: volume: 8, 2020, issue: 3, p. 1-21
Engelmann, Bernd; Pham Ha
2020Exchange rate, gold price, and stock market nexus: A quantile regression approach
In: volume: 8, 2020, issue: 3, p. 1-16
Ali, Rizwan; Mangla, Inayat Ullah; Rehman, Ramiz Ur; Xue, Wuzhao; Naseem, Muhammad Akram; Ahmad, Muhammad Ishfaq
2020How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure
In: volume: 8, 2020, issue: 3, p. 1-17
Patra, Saswat; Bhattacharyya, Malay
2020Price discovery and market reflexivity in agricultural futures contracts with different maturities
In: volume: 8, 2020, issue: 3, p. 1-17
Volkenand, Steffen; Filler, Günther; Odening, Martin
2020Address identification using telematics: An algorithm to identify dwell locations
In: volume: 8, 2020, issue: 3, p. 1-12
Grumiau, Christopher; Mostoufi, Mina; Pavlioglou, Solon; Verdonck, Tim
2020Tail risk transmission: A study of the Iran food industry
In: volume: 8, 2020, issue: 3, p. 1-17
Mojtahedi, Fatemeh; Mojaverian, Seyed Mojtaba; Ahelegbey, Daniel Felix; Giudici, Paolo
2020Least Quartic regression criterion to evaluate systematic risk in the presence of co-skewness and co-kurtosis
In: volume: 8, 2020, issue: 3, p. 1-14
Arbia, Giuseppe; Bramante, Riccardo; Facchinetti, Silvia
2020How does split announcement affect stock liquidity? Evidence from Bursa Malaysia
In: volume: 8, 2020, issue: 3, p. 1-14
Tabibian, S. Amir; Zhang, Zhaoyong; Jafarian, Mohsen
2020Variance and interest rate risk in unit-linked insurance policies
In: volume: 8, 2020, issue: 3, p. 1-23
Baños, David; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador
2020Estimating the volatility of non-life premium risk under Solvency II: Discussion of Danish fire insurance data
In: volume: 8, 2020, issue: 3, p. 1-19
Cerchiara, Rocco Roberto; Acri, Francesco