Статті в журналах з теми "International finance. Tail risk. Asset pricing"
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Schreindorfer, David. "Macroeconomic Tail Risks and Asset Prices." Review of Financial Studies 33, no. 8 (September 19, 2019): 3541–82. http://dx.doi.org/10.1093/rfs/hhz105.
Повний текст джерелаde Santis, Giorgio, and Bruno Gerard. "International Asset Pricing and Portfolio Diversification with Time-Varying Risk." Journal of Finance 52, no. 5 (December 1997): 1881. http://dx.doi.org/10.2307/2329468.
Повний текст джерелаAntell, Jan, and Mika Vaihekoski. "International asset pricing models and currency risk: Evidence from Finland 1970–2004." Journal of Banking & Finance 31, no. 9 (September 2007): 2571–90. http://dx.doi.org/10.1016/j.jbankfin.2006.09.013.
Повний текст джерелаValencia-Herrera, Humberto, and Francisco López-Herrera. "Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico." Journal of Emerging Market Finance 17, no. 1 (February 26, 2018): 96–129. http://dx.doi.org/10.1177/0972652717748089.
Повний текст джерелаOtt, Steven H., Timothy J. Riddiough, Ha-Chin Yi, and Jiro Yoshida. "International Real Estate Review." International Real Estate Review 11, no. 1 (June 30, 2008): 1–37. http://dx.doi.org/10.53383/100088.
Повний текст джерелаWong, Wong Weng, and Wejendra Reddy. "International Real Estate Review." International Real Estate Review 21, no. 1 (March 31, 2018): 41–70. http://dx.doi.org/10.53383/100254.
Повний текст джерелаLi, Kai. "Confidence in the Familiar: An International Perspective." Journal of Financial and Quantitative Analysis 39, no. 1 (March 2004): 47–68. http://dx.doi.org/10.1017/s0022109000003884.
Повний текст джерелаHazny, Mohamad Hafiz, Haslifah Mohamad Hasim, and Aida Yuzy Yusof. "Mathematical modelling of a shariah-compliant capital asset pricing model." Journal of Islamic Accounting and Business Research 11, no. 1 (January 6, 2020): 90–109. http://dx.doi.org/10.1108/jiabr-07-2016-0083.
Повний текст джерелаBayraktar, Sema. "The impact of exchange rate risk on international asset pricing under various market structures." Review of Quantitative Finance and Accounting 32, no. 2 (April 1, 2008): 169–95. http://dx.doi.org/10.1007/s11156-008-0089-4.
Повний текст джерелаOkunev, John, and Patrick J. Wilson. "International Real Estate Review." International Real Estate Review 11, no. 2 (December 31, 2008): 32–46. http://dx.doi.org/10.53383/100096.
Повний текст джерелаMaurer, Thomas A., Thuy-Duong Tô, and Ngoc-Khanh Tran. "Pricing Risks Across Currency Denominations." Management Science 65, no. 12 (December 2019): 5308–36. http://dx.doi.org/10.1287/mnsc.2018.3109.
Повний текст джерелаWang, Ming-Chieh, and Jin-Kui Ye. "The relationship between covariance risk and size effects in emerging equity markets." Managerial Finance 42, no. 3 (March 14, 2016): 174–90. http://dx.doi.org/10.1108/mf-10-2014-0269.
Повний текст джерелаSeo, Sang Byung, and Jessica A. Wachter. "Option Prices in a Model with Stochastic Disaster Risk." Management Science 65, no. 8 (August 2019): 3449–69. http://dx.doi.org/10.1287/mnsc.2017.2978.
Повний текст джерелаTomić, Bojan, Saša Žiković, and Lorena Jovanović. "CRYPTO PORTFOLIO OPTIMIZATION THROUGH LENS OF TAIL RISK AND VARIANCE MEASURES." Zbornik radova Ekonomskog fakulteta u Rijeci: časopis za ekonomsku teoriju i praksu/Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business 40, no. 2 (December 30, 2022): 297–312. http://dx.doi.org/10.18045/zbefri.2022.2.297.
Повний текст джерелаRICHMAN, VINCENT, MICHAEL R. SANTOS, and JOHN T. BARKOULAS. "SHORT- AND LONG-TERM EFFECTS OF THE 9/11 EVENT: THE INTERNATIONAL EVIDENCE." International Journal of Theoretical and Applied Finance 08, no. 07 (November 2005): 947–58. http://dx.doi.org/10.1142/s021902490500327x.
Повний текст джерелаChen, Qian, Xiang Gao, Xiaoxuan Huang, and Xi Li. "Multiple-step value-at-risk forecasts based on volatility-filtered MIDAS quantile regression: Evidence from major investment assets." Investment Management and Financial Innovations 18, no. 3 (September 20, 2021): 372–84. http://dx.doi.org/10.21511/imfi.18(3).2021.31.
Повний текст джерелаBRADLEY, BRENDAN O., and MURAD S. TAQQU. "AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS." International Journal of Theoretical and Applied Finance 07, no. 08 (December 2004): 1031–68. http://dx.doi.org/10.1142/s0219024904002815.
Повний текст джерелаChabi-Yo, Fousseni, and Riccardo Colacito. "The Term Structures of Coentropy in International Financial Markets." Management Science 65, no. 8 (August 2019): 3541–58. http://dx.doi.org/10.1287/mnsc.2017.3017.
Повний текст джерелаDash, Saumya Ranjan, and Jitendra Mahakud. "Market anomalies, asset pricing models, and stock returns: evidence from the Indian stock market." Journal of Asia Business Studies 9, no. 3 (August 3, 2015): 306–28. http://dx.doi.org/10.1108/jabs-06-2014-0040.
Повний текст джерелаCoën, Alain, and Patrick Lecomte. "International listed real estate returns: evidence from the global financial crisis." Journal of Property Investment & Finance 37, no. 1 (February 4, 2019): 72–91. http://dx.doi.org/10.1108/jpif-03-2018-0021.
Повний текст джерелаGhosh, Bikramaditya, and M. C. Krishna. "Power law in tails of bourse volatility – evidence from India." Investment Management and Financial Innovations 16, no. 1 (March 26, 2019): 291–98. http://dx.doi.org/10.21511/imfi.16(1).2019.23.
Повний текст джерелаCayón Fallon, Edgardo, and Julio Sarmiento. "Impact of commodities and global stock prices on the idiosyncratic risk of Bitcoin during the COVID-19 pandemic." Investment Management and Financial Innovations 18, no. 4 (November 24, 2021): 213–22. http://dx.doi.org/10.21511/imfi.18(4).2021.19.
Повний текст джерелаShetty, Soumya, Janet Jyothi Dsouza, and Iqbal Thonse Hawaldar. "Rolling regression technique and cross-sectional regression: A tool to analyze Capital Asset Pricing Model." Investment Management and Financial Innovations 18, no. 4 (November 25, 2021): 241–51. http://dx.doi.org/10.21511/imfi.18(4).2021.21.
Повний текст джерелаZhang, Jinping, and Keming Zhang. "Portfolio Selection Models Based on Interval-Valued Conditional Value-at-Risk (ICVaR) and Case Study on the Data from Stock Markets." Fractal and Fractional 6, no. 10 (September 22, 2022): 536. http://dx.doi.org/10.3390/fractalfract6100536.
Повний текст джерелаHo, Kim Hin David, Kwame Addae-Dapaah, and Fang Rui Lina Peck. "Cross-listing of real estate investment trusts (REITs)." Journal of Property Investment & Finance 35, no. 5 (August 7, 2017): 509–27. http://dx.doi.org/10.1108/jpif-08-2016-0063.
Повний текст джерелаLahouel, Noureddine, and Slaheddine Hellara. "Improving the option pricing performance of GARCH models in inefficient market." Investment Management and Financial Innovations 17, no. 2 (April 23, 2020): 14–25. http://dx.doi.org/10.21511/imfi.17(2).2020.02.
Повний текст джерелаNguyen, Pascal, Younes Ben Zaied, and Thu Phuong Pham. "Does idiosyncratic risk matter? Evidence from mergers and acquisitions." Journal of Risk Finance 20, no. 4 (August 19, 2019): 313–29. http://dx.doi.org/10.1108/jrf-03-2018-0040.
Повний текст джерелаVinodkumar, Nisa, and Hadeel Khalid AlJasser. "Financial evaluation of Tadawul All Share Index (TASI) listed stocks using Capital Asset Pricing Model." Investment Management and Financial Innovations 17, no. 2 (May 15, 2020): 69–75. http://dx.doi.org/10.21511/imfi.17(2).2020.06.
Повний текст джерелаKanaryan, Nigokhos Krikorov, Peter Chuknyisky, and Violeta Kasarova. "The cost of equity estimation in emerging Europe: the case of Bulgarian REITs." Journal of Property Investment & Finance 33, no. 6 (September 7, 2015): 517–29. http://dx.doi.org/10.1108/jpif-05-2015-0028.
Повний текст джерелаShilov, K. D., and A. V. Zubarev. "Evolution of bitcoin as a Financial Asset." Finance: Theory and Practice 25, no. 5 (October 28, 2021): 150–71. http://dx.doi.org/10.26794/2587-5671-2021-25-5-150-171.
Повний текст джерелаIelasi, Federica, Monica Rossolini, and Sara Limberti. "Sustainability-themed mutual funds: an empirical examination of risk and performance." Journal of Risk Finance 19, no. 3 (May 21, 2018): 247–61. http://dx.doi.org/10.1108/jrf-12-2016-0159.
Повний текст джерелаLiow, Kim Hiang, and Zhuo Lee. "International Real Estate Review." International Real Estate Review 16, no. 2 (August 31, 2013): 147–65. http://dx.doi.org/10.53383/100168.
Повний текст джерелаMcMahon, Richard G. P., and Anthony M. J. Stanger. "Understanding the Small Enterprise Financial Objective Function." Entrepreneurship Theory and Practice 19, no. 4 (July 1995): 21–39. http://dx.doi.org/10.1177/104225879501900403.
Повний текст джерелаHsu, Audrey Wen-hsin, Chung-Fern Wu, and Jui-Chia Lin. "Factors in Managing Actuarial Assumptions for Pension Fair Value: Implications for IAS 19." Review of Pacific Basin Financial Markets and Policies 16, no. 01 (March 2013): 1350002. http://dx.doi.org/10.1142/s0219091513500021.
Повний текст джерелаEkemode, Benjamin Gbolahan, and Abel Olaleye. "Convergence between direct and indirect real estate investments." Journal of Financial Management of Property and Construction 21, no. 3 (November 7, 2016): 212–30. http://dx.doi.org/10.1108/jfmpc-12-2015-0040.
Повний текст джерелаRyan Homan, Garth, та Gary van Vuuren. "Applied prospect theory: assessing the βs of M&A-intensive firms". Investment Management and Financial Innovations 16, № 2 (14 червня 2019): 236–48. http://dx.doi.org/10.21511/imfi.16(2).2019.20.
Повний текст джерелаTai, Chu-Sheng. "International diversification during financial crises." Managerial Finance 44, no. 12 (December 3, 2018): 1434–45. http://dx.doi.org/10.1108/mf-11-2017-0477.
Повний текст джерелаSehrawat, Neeraj, Amit Kumar, Narander Kumar Nigam, Kirtivardhan Singh, and Khushi Goyal. "Test of capital market integration using Fama-French three-factor model: empirical evidence from India." Investment Management and Financial Innovations 17, no. 2 (May 22, 2020): 113–27. http://dx.doi.org/10.21511/imfi.17(2).2020.10.
Повний текст джерелаPan, Zhiyuan, Xu Zheng, and Qiang Chen. "Testing asymmetric correlations in stock returns via empirical likelihood method." China Finance Review International 4, no. 1 (February 11, 2014): 42–57. http://dx.doi.org/10.1108/cfri-08-2012-0091.
Повний текст джерелаBurtnyak, Ivan, and Anna Malytska. "Spectral study of options based on CEV model with multidimensional volatility." Investment Management and Financial Innovations 15, no. 1 (January 3, 2018): 18–25. http://dx.doi.org/10.21511/imfi.15(1).2018.03.
Повний текст джерелаMontiel, Eduardo Luis, and Octavio Martinez. "Hotel Business Inn." Emerald Emerging Markets Case Studies 9, no. 4 (December 13, 2019): 1–15. http://dx.doi.org/10.1108/eemcs-10-2019-0258.
Повний текст джерелаBouri, Elie, Riza Demirer, Rangan Gupta, and Jacobus Nel. "COVID-19 Pandemic and Investor Herding in International Stock Markets." Risks 9, no. 9 (September 13, 2021): 168. http://dx.doi.org/10.3390/risks9090168.
Повний текст джерелаS. Daugherty, Mary, Thadavillil Jithendranathan, and David O. Vang. "Portfolio selection using the multiple attribute decision making model." Investment Management and Financial Innovations 18, no. 2 (May 27, 2021): 155–65. http://dx.doi.org/10.21511/imfi.18(2).2021.13.
Повний текст джерелаChenchik, Ya V. "How to Estimate the Impact of an Issuer’s ESG Risk on the Yield of its Bonds." Issues of Risk Analysis 19, no. 3 (June 30, 2022): 86–100. http://dx.doi.org/10.32686/1812-5220-2022-19-3-86-100.
Повний текст джерелаAhmed, Essia Ries, Md Aminul Islam, Tariq Tawfeeq Yousif Alabdullah, and Azlan Bin Amran. "A qualitative analysis on the determinants of legitimacy of sukuk." Journal of Islamic Accounting and Business Research 10, no. 3 (May 7, 2019): 342–68. http://dx.doi.org/10.1108/jiabr-01-2016-0005.
Повний текст джерела"Tail Risk in the Cross Section of Alternative Risk Premium Strategies." Journal of Portfolio Management, January 1, 2019. http://dx.doi.org/10.3905/jpm.2018.45.2.093.
Повний текст джерелаBekaert, Geert, Eric Engstrom, and Andrey Ermolov. "The Variance Risk Premium in Equilibrium Models." Review of Finance, March 1, 2023. http://dx.doi.org/10.1093/rof/rfad005.
Повний текст джерелаAramonte, Sirio, Mohammad R. Jahan-Parvar, Samuel Rosen, and John W. Schindler. "Firm-Specific Risk-Neutral Distributions with Options and CDS." Management Science, October 28, 2021. http://dx.doi.org/10.1287/mnsc.2021.4170.
Повний текст джерелаChen, Jian, Jiaquan Yao, Qunzi Zhang, and Xiaoneng Zhu. "Global Disaster Risk Matters." Management Science, March 14, 2022. http://dx.doi.org/10.1287/mnsc.2022.4328.
Повний текст джерелаSu, Chi-Wei, Yiru Liu, Tsangyao Chang, and Muhammad Umar. "CAN GOLD HEDGE THE RISK OF FEAR SENTIMENTS?" Technological and Economic Development of Economy, December 16, 2022, 1–22. http://dx.doi.org/10.3846/tede.2022.17302.
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