Original research Unveiling multiscale dynamics: exploring financial risk spillover and influencing factors among Chinese financial institutions 01 Oct 2024
Original research Cumulative accuracy profile curves for correlating collateralized debt obligations to systematic factors 30 Sep 2024
Original research Converting a covariance matrix from local currencies to a common currency 30 Sep 2024
Original research Forecasting the Volatility Index with a realized measure, volatility components and dynamic jumps 16 Sep 2024
Original research Analyzing market sentiment based on the option-implied distribution of stock returns 30 Aug 2024