| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Advances in financial risk management and economic policy uncertainty: An overview
|
Hammoudeh, Shawkat
|
|
2015
|
40 |
C |
p. 1-7
7 p.
|
article
|
| 2 |
ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails
|
Paolella, Marc S.
|
|
2015
|
40 |
C |
p. 282-297
16 p.
|
article
|
| 3 |
A practical approach to constructing price-based funding liquidity factors
|
Bouwman, Kees
|
|
2015
|
40 |
C |
p. 90-97
8 p.
|
article
|
| 4 |
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
|
Balcilar, Mehmet
|
|
2015
|
40 |
C |
p. 72-89
18 p.
|
article
|
| 5 |
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR
|
Drakos, Anastassios A.
|
|
2015
|
40 |
C |
p. 127-140
14 p.
|
article
|
| 6 |
Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors
|
Almeida, Fernanda Dantas
|
|
2015
|
40 |
C |
p. 29-39
11 p.
|
article
|
| 7 |
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models
|
Asai, Manabu
|
|
2015
|
40 |
C |
p. 40-50
11 p.
|
article
|
| 8 |
Investor response to public news, sentiment and institutional trading in emerging markets: A review
|
Brzeszczyński, Janusz
|
|
2015
|
40 |
C |
p. 338-352
15 p.
|
article
|
| 9 |
Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression
|
Li, Johnny Siu-Hang
|
|
2015
|
40 |
C |
p. 217-230
14 p.
|
article
|
| 10 |
Managing systemic risk in The Netherlands
|
Liao, Shuyu
|
|
2015
|
40 |
C |
p. 231-245
15 p.
|
article
|
| 11 |
Mean-variance portfolio methods for energy policy risk management
|
Marrero, Gustavo A.
|
|
2015
|
40 |
C |
p. 246-264
19 p.
|
article
|
| 12 |
Model-free volatility indexes in the financial literature: A review
|
Gonzalez-Perez, Maria T.
|
|
2015
|
40 |
C |
p. 141-159
19 p.
|
article
|
| 13 |
Modelling a latent daily Tourism Financial Conditions Index
|
Chang, Chia-Lin
|
|
2015
|
40 |
C |
p. 113-126
14 p.
|
article
|
| 14 |
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
|
Misaki, Hiroumi
|
|
2015
|
40 |
C |
p. 265-281
17 p.
|
article
|
| 15 |
Prediction and simulation using simple models characterized by nonstationarity and seasonality
|
Swanson, Norman R.
|
|
2015
|
40 |
C |
p. 312-323
12 p.
|
article
|
| 16 |
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
|
Lean, Hooi Hooi
|
|
2015
|
40 |
C |
p. 204-216
13 p.
|
article
|
| 17 |
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013
|
Hui, Cho-Hoi
|
|
2015
|
40 |
C |
p. 174-190
17 p.
|
article
|
| 18 |
Realized range volatility forecasting: Dynamic features and predictive variables
|
Caporin, Massimiliano
|
|
2015
|
40 |
C |
p. 98-112
15 p.
|
article
|
| 19 |
Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options
|
Han, Chuan-Hsiang
|
|
2015
|
40 |
C |
p. 160-173
14 p.
|
article
|
| 20 |
Should zombie lending always be prevented?
|
Jaskowski, Marcin
|
|
2015
|
40 |
C |
p. 191-203
13 p.
|
article
|
| 21 |
The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong
|
Sin, Chor-yiu (CY)
|
|
2015
|
40 |
C |
p. 298-311
14 p.
|
article
|
| 22 |
The power of print: Uncertainty shocks, markets, and the economy
|
Alexopoulos, Michelle
|
|
2015
|
40 |
C |
p. 8-28
21 p.
|
article
|
| 23 |
The time-varying causality between spot and futures crude oil prices: A regime switching approach
|
Balcilar, Mehmet
|
|
2015
|
40 |
C |
p. 51-71
21 p.
|
article
|
| 24 |
Volatility forecast of stock indices by model averaging using high-frequency data
|
Wang, Chengyang
|
|
2015
|
40 |
C |
p. 324-337
14 p.
|
article
|
Journal description