A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index
Multinational Finance Journal, 2018, vol. 22, no. 3/4, pp. 119–172
Abdulilah Ibrahim Alsheikhmubarak, Evangelos Giouvris
The Risk-Asymmetry Index as a new Measure of Risk
Multinational Finance Journal, 2018, vol. 22, no. 3/4, pp. 173–210
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
Wealth Effects of Bond Rating Announcements
Multinational Finance Journal, 2018, vol. 22, no. 3/4, pp. 211–254
Yuriy Zabolotnyuk