1. 24-Hour realized volatilities and transatlantic volatility interdependence. Issue 3 (4th March 2017) Authors: Maderitsch, Robert Journal: Quantitative finance Issue: Volume 17:Issue 3(2017) Page Start: 423 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations. Issue 56 (2nd December 2022) Authors: Kobayashi, Masahito; Chen, Jinghui Journal: Applied economics Issue: Volume 54:Issue 56(2022) Page Start: 6497 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Return Spillover from the US and Japanese Stock Markets to the Vietnamese Stock Market: A Frequency-Domain Approach. Issue 1 (2nd January 2021) Authors: Nguyen, Minh Kieu; Le, Dinh Nghi Journal: Emerging markets finance & trade Issue: Volume 57:Issue 1(2021) Page Start: 47 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Risk of investing in volatility products: A regime-switching approach. Issue 1 (2nd January 2021) Authors: Li, Leon Journal: Investment analysts journal Issue: Volume 50:Issue 1(2021) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗