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Group by: Creator's name | Item Type | Date | No Grouping
Jump to: A | B | D | E | F | G | I | J | K | M | P | S | T | W
Number of items: 26.

A

Argyropoulos, Christos, Panopoulou, Ekaterini (2019) Backtesting VaR and ES Under the Magnifying Glass. International Review of Financial Analysis, 64 . pp. 22-37. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.04.005) (KAR id:73414)
Format: PDF

Alexander, Carol, Lazar, Emese, Stanescu, Silvia (2013) Forecasting VaR using Analytic Higher Moments for GARCH Processes. International Review of Financial Analysis, 30 . pp. 36-45. ISSN 1057-5219. (doi:10.1016/j.irfa.2013.05.006) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34478)

Alexakis, Christos, Pappas, Vasileios, Skarmeas, Emmanouil (2021) Market abuse under different close price determination mechanisms: A European case. International Review of Financial Analysis, . Article Number 101707. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101707) (KAR id:85727)
Format: PDF Format: XML Word Processing Document (DOCX)

B

Bevilacqua, Mattia, Morelli, David, Uzan, Paola Sultana Renée (2020) Asymmetric implied market volatility and terrorist attacks. International Review of Financial Analysis, 67 . Article Number 101417. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101417) (KAR id:79243)
Format: PDF

Bermpei, T., Kalyvas, A.N., Nguyen, T.C. (2018) Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. International Review of Financial Analysis, 59 . pp. 255-275. ISSN 1057-5219. (doi:10.1016/j.irfa.2018.06.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:100410)

Brahma, Sanjukta, Gavriilidis, Konstantinos, Kallinterakis, Vasileios, Verousis, Thanos, Zhang, Mengyu (2023) LGBTQ and Finance. International Review of Financial Analysis, 86 . Article Number 102547. ISSN 1057-5219. (doi:10.1016/j.irfa.2023.102547) (KAR id:99729)
Format: PDF Format: PDF

Bouri, E., Lau, C.K.M., Saeed, T., Wang, S., Zhao, Y. (2021) On the intraday return curves of Bitcoin: Predictability and trading opportunities. International Review of Financial Analysis, 76 . Article Number 101784. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101784) (KAR id:93919)
Format: PDF

Bevilacqua, Mattia, Morelli, David A., Uzan, Paola Sultana Renée (2021) Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77 . Article Number 101832. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101832) (KAR id:89461)
Format: PDF

D

Danso, Albert, Lartey, Theophilus, Amankwah-Amoah, Joseph, Adomako, Samuel, Lu, Qinye, Uddin, Moshfique (2019) Market Sentiment and Firm Investment Decision-Making. International Review of Financial Analysis, 66 . Article Number 101369. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.06.008) (KAR id:75202)
Format: PDF

E

El Kalak, Izidin, Azevedo, Alcino, Hudson, Robert (2016) Reviewing the Hedge Funds Literature I: Hedge Funds and Hedge Funds' Managerial Characteristics. International Review of Financial Analysis, 48 . pp. 85-97. ISSN 1057-5219. (doi:10.1016/j.irfa.2016.09.008) (KAR id:57280)
Format: PDF

El Kalak, Izidin, Azevedo, Alcino, Hudson, Robert (2016) Reviewing the Hedge Funds Literature II: Hedge Funds’ Returns and Risk Management Characteristics. International Review of Financial Analysis, 48 . pp. 55-66. ISSN 1057-5219. (doi:10.1016/j.irfa.2016.09.006) (KAR id:57285)
Format: PDF

El Kalak, Izidin, Hudson, Robert (2016) The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model. International Review of Financial Analysis, 43 . pp. 135-145. ISSN 1057-5219. (doi:10.1016/j.irfa.2015.11.009) (KAR id:55638)
Format: PDF Format: PDF

F

Fan, Yaoyao, Boateng, Agyenim, King, Timothy, MacRae, Claire (2019) Board-CEO friendship ties and firm value: Evidence from US firms. International Review of Financial Analysis, 65 . Article Number 101373. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101373) (KAR id:75266)
Format: PDF

G

Grillini, S., Ozkan, A., Sharma, A., Al Janabi, M.A.M. (2019) Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model. International Review of Financial Analysis, 64 . pp. 145-158. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.05.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97229)

Grillini, S., Ozkan, A., Sharma, A. (2022) Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. International Review of Financial Analysis, 83 . Article Number 102273. ISSN 1057-5219. (doi:10.1016/j.irfa.2022.102273) (KAR id:97221)
Format: PDF

I

Izzeldin, Marwan, Muradoğlu, Gülnur, Pappas, Vasileios, Petropoulou, Athina, Sivaprasad, Sheeja (2023) The Impact of the Russian-Ukrainian War on Global Financial Markets. International Review of Financial Analysis, 87 . Article Number 102598. ISSN 1057-5219. (doi:10.1016/j.irfa.2023.102598) (KAR id:100023)
Format: PDF Format: XML Word Processing Document (DOCX)

Izzeldin, Marwan, Muradoğlu, Gülnur, Pappas, Vasileios, Sivaprasad, Sheeja (2021) The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. International Review of Financial Analysis, 74 . Article Number 101671. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101671) (KAR id:85238)
Format: PDF Format: XML Word Processing Document (DOCX)

Iqbal, Abdullah, Akbar, Saeed, Shiwakoti, Radha K. (2013) The long run performance of UK firms making multiple rights issues. International Review of Financial Analysis, 28 (June). pp. 156-165. ISSN 1057-5219. (doi:10.1016/j.irfa.2013.03.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43725)

J

Ji, Q., Zhang, D., Zhao, Y. (2020) Searching for safe-haven assets during the COVID-19 pandemic. International Review of Financial Analysis, 71 . Article Number 101526. ISSN 1057-5219. (doi:10.1016/j.irfa.2020.101526) (KAR id:93922)
Format: PDF

K

Kampouridis, Michael, Chen, S.-H., Tsang, E. (2012) Market Fraction Hypothesis: A proposed test. International Review of Financial Analysis, 23 . pp. 41-54. ISSN 1057-5219. (doi:10.1016/j.irfa.2011.06.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:42185)

M

Morelli, David A. (2002) 'The Relationship between Conditional Stock Market Volatility and Conditional Macroeconomic Volatility. Empirical Evidence Based on UK Data'. International Review of Financial Analysis, 11 (1). pp. 101-110. ISSN 1057-5219. (doi:10.1016/S1057-5219(01)00066-7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9217)

P

Pappas, Vasileios, Ingham, H., Izzeldin, M., Steele, G. (2015) Will the crisis "tear us apart"? Evidence from the EU. International Review of Financial Analysis, 46 . pp. 346-360. ISSN 1057-5219. (doi:10.1016/j.irfa.2015.09.010) (KAR id:66104)
Format: PDF

S

Stanescu, Silvia, Tunaru, Radu, Candradewi, Made Reina (2014) Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations. International Review of Financial Analysis, 34 . pp. 177-188. ISSN 1057-5219. (doi:10.1016/j.irfa.2014.05.012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:42024)

T

Tunaru, Diana (2017) Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. International Review of Financial Analysis, 52 . pp. 119-129. ISSN 1057-5219. (doi:10.1016/j.irfa.2017.05.003) (KAR id:65972)
Format: PDF

Tunaru, Radu, Zheng, Teng (2017) Parameter Estimation Risk in Asset Pricing and Risk Management: A Bayesian Approach. International Review of Financial Analysis, 53 . pp. 80-93. ISSN 1057-5219. (doi:10.1016/j.irfa.2017.08.004) (KAR id:62961)
Format: PDF

W

Wang, Lipeng, Zhang, Mengyu, Verousis, Thanos (2021) The Road to Economic Recovery: Pandemics and Innovation. International Review of Financial Analysis, 75 . Article Number 101729. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101729) (KAR id:86821)
Format: PDF

This list was generated on Tue Dec 24 22:39:10 2024 GMT.