2018 Volume 22, Number 3/4


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