UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk

International review of finance, 2011-09, Vol.11 (3), p.353-390

2011

Volltextzugriff (PDF)

What determines the profitability of Islamic banks: Lending or fee?

International review of economics & finance, 2023-07, Vol.86, p.882-896

2023

Volltextzugriff (PDF)

Volatility and correlation of Islamic and conventional indices during crises

Global finance journal, 2023-02, Vol.55, p.100800, Article 100800

2023

Volltextzugriff (PDF)

Is there a CSI-leverage nexus?

International review of financial analysis, 2023-10, Vol.89, p.102799, Article 102799

2023

Volltextzugriff (PDF)

Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry

Journal of international financial markets, institutions & money, 2021-09, Vol.74, p.101294, Article 101294

2021

Volltextzugriff (PDF)

State contingent banking and asset price bubbles: The case of Islamic banking industry

Global finance journal, 2021-11, Vol.50, p.100531, Article 100531

2021

Volltextzugriff (PDF)

Conventional vs Islamic banking and macroeconomic risk: Impact on asset price bubbles

Pacific-Basin finance journal, 2020-09, Vol.62, p.101351, Article 101351

2020

Volltextzugriff (PDF)

Topological applications of multilayer perceptrons and support vector machines in financial decision support systems

International journal of finance and economics, 2019-01, Vol.24 (1), p.474-507

2019

Volltextzugriff (PDF)

Firm efficiency and stock returns: Australian evidence

International review of financial analysis, 2021-11, Vol.78, p.101935, Article 101935

2021

Volltextzugriff (PDF)

LOW-FREQUENCY VOLATILITY AND MACROECONOMIC DYNAMICS: CONVENTIONAL VERSUS ISLAMIC STOCK MARKETS

Singapore economic review, 2022-03, Vol.67 (1), p.411-438

2022

Volltextzugriff (PDF)

What determines the Japanese corporate credit spread? A new evidence

Research in international business and finance, 2018-10, Vol.45, p.349-356

2018

Volltextzugriff (PDF)

Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets

Research in international business and finance, 2014-01, Vol.30, p.51-71

2014

Volltextzugriff (PDF)

International swap market contagion and volatility

Economic modelling, 2015-06, Vol.47, p.355-371

2015

Volltextzugriff (PDF)

What determines the Japanese corporate credit spread? A new evidence

Research in international business and finance, 2017-10, Vol.41, p.354-361

2017

Volltextzugriff (PDF)

What determines the yen swap spread?

International review of financial analysis, 2015-07, Vol.40, p.1-13

2015

Volltextzugriff (PDF)

Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data

Research in international business and finance, 2009-09, Vol.23 (3), p.322-338

Azad, A.S.M. Sohel

2009

Volltextzugriff (PDF)

Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation

Research in international business and finance, 2014-08, Vol.32, p.159-171

2014

Volltextzugriff (PDF)

Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods

Journal of international financial markets, institutions & money, 2014-07, Vol.31, p.14-29

2014

Volltextzugriff (PDF)

Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence

International review of financial analysis, 2012-04, Vol.22, p.38-47

2012

Volltextzugriff (PDF)

Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea

Asian economic journal, 2009-03, Vol.23 (1), p.93-118

Sohel Azad, A.S.M.

2009

Volltextzugriff (PDF)

Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk: Low-Frequency Volatility of Yen Interest Rate Swap Market

International Review of Finance, 2011-09, Vol.11 (3), p.353-390

2011

Volltextzugriff (PDF)

Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence

Derivative Securities Pricing and Modelling, 2012, Vol.94, p.379-398

2012

Volltextzugriff (PDF)

Determinants of Stock Returns: Factors or Systematic Co-Moments? Crisis Versus Non-Crisis Periods

SSRN Electronic Journal

Volltextzugriff (PDF)

Chapter 7 - An Investigation of the Deviation from the Market Efficiency and its Implications for Capital Market Development: The DSE Evidence

Emerging Markets and the Global Economy, 2014, p.143-159

2014

Volltextzugriff (PDF)

Two-Stage SSA for Disentangling Trend, Seasonal and Cyclical Components of GDP Series

SSRN Electronic Journal

Volltextzugriff (PDF)

1 – 25 von 26

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(21)
Mit Volltextzugriff
(21)

Publikationsform

Artikel
(24)
Buchkapitel
(2)

Sprache

Englisch
(26)

Erscheinungsjahr

n.n

Menü

Weitere Dienste

Einstellungen

Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk

What determines the profitability of Islamic banks: Lending or fee?

Volatility and correlation of Islamic and conventional indices during crises

Is there a CSI-leverage nexus?

Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry

State contingent banking and asset price bubbles: The case of Islamic banking industry

Conventional vs Islamic banking and macroeconomic risk: Impact on asset price bubbles

Topological applications of multilayer perceptrons and support vector machines in financial decision support systems

Firm efficiency and stock returns: Australian evidence

LOW-FREQUENCY VOLATILITY AND MACROECONOMIC DYNAMICS: CONVENTIONAL VERSUS ISLAMIC STOCK MARKETS

What determines the Japanese corporate credit spread? A new evidence

Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets

International swap market contagion and volatility

What determines the Japanese corporate credit spread? A new evidence

What determines the yen swap spread?

Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data

Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation

Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods

Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence

Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea

Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk: Low-Frequency Volatility of Yen Interest Rate Swap Market

Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence

Determinants of Stock Returns: Factors or Systematic Co-Moments? Crisis Versus Non-Crisis Periods

Chapter 7 - An Investigation of the Deviation from the Market Efficiency and its Implications for Capital Market Development: The DSE Evidence

Two-Stage SSA for Disentangling Trend, Seasonal and Cyclical Components of GDP Series

Suchergebnisse filtern