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MFJ – Vol. 22, No. 3/4 is Available Online
02.09.2019



Volume 22, Numbers 3/4
Year 2018, Pages 119-254


Free Online Access

​Articles
 
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, Royal Holloway, University of London, UK
Evangelos Giouvris, Royal Holloway, University of London, UK

[Abstract] [PDF]


The Risk-Asymmetry Index as a new Measure of Risk
Multinational Finance Journal, 2018, vol. 22, no. 3/4, pp. 173-210

Elyas Elyasiani, Temple University, USA
Luca Gambarelli, University of Modena and Reggio Emilia, Italy
Silvia Muzzioli, University of Modena and Reggio Emilia, Italy

[Abstract] [PDF]


Wealth Effects of Bond Rating Announcements
Multinational Finance Journal, 2018, vol. 22, no. 3/4, pp. 211-254

Yuriy Zabolotnyuk, Carleton University, Canada

[Abstract] [PDF]