Jun 30 2022 William T. Smith   The optimal hedge ratio: A solution, a conjecture, and a challenge   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 14 2020 Ahmed Hamdi , Tarik Saikouk and Bouchaib Bahli   Facing supply chain disruptions: enhancers of supply chain resiliency   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 19 2020 Guillaume Coqueret and Bertrand Tavin   A note on implied correlation for bivariate contracts   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 23 2020 Willy Kamdem , Jules Sadefo Kamdem , David Kamdem and Louis aimé Fono   Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 10 2019 Mohamed El Abdellaoui and Gilles Pache   Effects of disruptive events within the supply chain on perceived logistics performance   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 02 2018 Rim Boussaada , Aymen Ammari and Nouha Ben Arfa   Board characteristics and MENA banks' credit risk: A fuzzy-set analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 31 2017 Swarnankur Chatterjee and Lu Fan   Household Demand for Private Long Term Care Insurance: An Exploratory Note   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2017 Xiaoying Huang   A Double-Exponential Jump model and its application to risk measure in Wheat spot market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 14 2017 Elie Bouri , Imad Kachacha , Donald Lien and David Roubaud   Short- and long-run causality across the implied volatility of crude oil and agricultural commodities   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 21 2016 Syed jawad hussain Shahzad , Saba Ameer and Muhammad Shahbaz   Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller   Quantiles autocorrelation in stock markets returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Predicting the risk of global portfolios considering the non-linear dependence structures   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2011 Julien Chevallier   Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 07 2009 Mahito Okura   An economic analysis of risk management in the airline industry   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 06 2007 Hideki Nishigaki   An analysis of the relationship between US REIT returns   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2006 Fulvia Focker and Umberto Triacca   A new proxy of the average volatility of a basket of returns: A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result