{"id":585,"date":"2025-02-07T15:56:44","date_gmt":"2025-02-07T13:56:44","guid":{"rendered":"https:\/\/sites.uwasa.fi\/mfjuva\/?page_id=585"},"modified":"2026-08-16T15:36:45","modified_gmt":"2026-08-16T12:36:45","slug":"183div4","status":"publish","type":"page","link":"https:\/\/sites.uwasa.fi\/mfjuva\/all-issues\/183div4\/","title":{"rendered":"2018 Volume 22, Number 3\/4"},"content":{"rendered":"<hr style=\"border: 0;height: 1px;background: #e0e0e0;margin: 40px 0\" \/>\n<h3><a href=\"https:\/\/sites.uwasa.fi\/mfjuva\/all-issues\/a-comparative-garch\/\">A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index<\/a><\/h3>\n<p>Multinational Finance Journal, 2018, vol. 22, no. 3\/4, pp. 119\u2013172<\/p>\n<p><strong>Abdulilah Ibrahim Alsheikhmubarak<\/strong>, <strong>Evangelos Giouvris<\/strong><\/p>\n<p><a href=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2025\/02\/MJ0p1djot83pv1i4fv2bs9lmh7niv4.pdf\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-2383\" src=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button-300x89.png\" alt=\"\" width=\"139\" height=\"41\" srcset=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button-300x89.png 300w, https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button.png 355w\" sizes=\"(max-width: 139px) 100vw, 139px\" \/><\/a><\/p>\n<hr style=\"border: 0;height: 1px;background: #e0e0e0;margin: 40px 0\" \/>\n<h3><a href=\"https:\/\/sites.uwasa.fi\/mfjuva\/all-issues\/the-risk-asymmetry\/\">The Risk-Asymmetry Index as a new Measure of Risk<\/a><\/h3>\n<p>Multinational Finance Journal, 2018, vol. 22, no. 3\/4, pp. 173\u2013210<\/p>\n<p><strong>Elyas Elyasiani<\/strong>, <strong>Luca Gambarelli<\/strong>, <strong>Silvia Muzzioli<\/strong><\/p>\n<p><a href=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2025\/02\/MJ0p1djh5cb7c1d0bpag1qck1ki61dkq4.pdf\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-2383\" src=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button-300x89.png\" alt=\"\" width=\"139\" height=\"41\" srcset=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button-300x89.png 300w, https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button.png 355w\" sizes=\"(max-width: 139px) 100vw, 139px\" \/><\/a><\/p>\n<hr style=\"border: 0;height: 1px;background: #e0e0e0;margin: 40px 0\" \/>\n<h3><a href=\"https:\/\/sites.uwasa.fi\/mfjuva\/all-issues\/wealth-effects\/\">Wealth Effects of Bond Rating Announcements<\/a><\/h3>\n<p>Multinational Finance Journal, 2018, vol. 22, no. 3\/4, pp. 211\u2013254<\/p>\n<p><strong>Yuriy Zabolotnyuk<\/strong><\/p>\n<p><a href=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/03\/Wealth-Effects-of-Bond-Rating-Announcements.pdf\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-2383\" src=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button-300x89.png\" alt=\"\" width=\"139\" height=\"41\" srcset=\"https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button-300x89.png 300w, https:\/\/sites.uwasa.fi\/mfjuva\/wp-content\/blogs.dir\/4\/files\/sites\/231\/2026\/07\/download-blue-button.png 355w\" sizes=\"(max-width: 139px) 100vw, 139px\" \/><\/a><\/p>\n<hr style=\"border: 0;height: 1px;background: #e0e0e0;margin: 40px 0\" \/>\n","protected":false},"excerpt":{"rendered":"<p>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\u2013172 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\u2013210 Elyas Elyasiani, [&hellip;]<\/p>\n","protected":false},"author":557,"featured_media":0,"parent":221,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-585","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/pages\/585"}],"collection":[{"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/users\/557"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/comments?post=585"}],"version-history":[{"count":19,"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/pages\/585\/revisions"}],"predecessor-version":[{"id":2563,"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/pages\/585\/revisions\/2563"}],"up":[{"embeddable":true,"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/pages\/221"}],"wp:attachment":[{"href":"https:\/\/sites.uwasa.fi\/mfjuva\/wp-json\/wp\/v2\/media?parent=585"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}