- International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey
- The US home mortgage market during the financial crisis
- Credit risk and universal banking: evidence from the banking industry in Ghana
- Risk-management criteria in the Latin-American stock markets: an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetry
- Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
9 October 2015
Special issue published: "Managing Risk in the Globalisation Era: Micro and Macro Evidence"
International Journal of Computational Economics and Econometrics 5(4) 2015