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]