News

12.08.2023
Best Paper Awards were Chosen! Congratulations to Authors!
read more »

29.05.2023
29th Annual MFS Conference - A preliminary version of the conference program is now available online
read more »

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]