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Salvador, Enrique's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
448 |
Total
Citations
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1.
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Aragó, Vicent affiliation not provided to SSRN Salvador, Enrique Jaume I University
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129
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ICAPM, GARCH in mean, Regime-Switching GARCH, MIDAS, financial crisis
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2.
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Salvador, Enrique Jaume I University Aragó, Vicent Jaume I University
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74
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3.
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Salvador, Enrique Jaume I University Aragó, Vicent Jaume I University
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73
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Futures indices, Dynamic hedging, Hedging Effectiveness, Markov Regime Switching, Asymmetric volatility, Non-linear GARCH
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4.
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Salvador, Enrique Jaume I University Aragó, Vicent Jaume I University
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56
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Finance, Hedging effectiveness, GARCH, sudden changes in variance
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5.
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Salvador, Enrique Jaume I University Aragó, Vicent Jaume I University
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43
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Non-linear model, Regime-Switching BEKK, ICAPM, multivariate GARCH, multi-factor models
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6.
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Salvador, Enrique Jaume I University Aragó, Vicent Jaume I University
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37
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Equity risk premium, multivariate GARCH, cross-sectional analysis, ICAPM, risk aversion
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7.
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Salvador, Enrique Jaume I University Nomikos, Nikos K. City University London - Faculty of Finance
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36
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regime-swithcing, volatility, spillover effects, state-dependent volatility response functions, correlation
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Records 1 -
7
of 7 matches
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