Marinela Adriana Finta

Singapore Management University

Li Ka Shing Library

70 Stamford Road

Singapore 178901, 178899

Singapore

SCHOLARLY PAPERS

4

DOWNLOADS

476

CITATIONS

0

Scholarly Papers (4)

1.

Increasing the Discoverability of Non-English Language Research Papers: A Reverse-Engineering Application of the Pitching Research Template

Number of pages: 57 Posted: 10 Apr 2017 Last Revised: 16 Aug 2017
University of Queensland, University of New South Wales (UNSW), University of Auckland, Griffith University - Griffith University, University of Warsaw, University of Queensland, Students, Waikato Management School, University of Queensland, Students, Singapore Management University, ESSEC Business School, University of Queensland, Federal University of Paraiba (UFPB), Meiji University, University of Queensland, Students, University of Queensland, Hochschule Liechtenstein - Institute of Financial Services, Graduate School of Economics, Nagoya City University, Heriot-Watt University, University of Queensland, Business School, Students, Universitas Gadjah Mada (UGM), University of Queensland, University of Queensland and Department of Applied Finance and Actuarial Studies, Macquarie University
Downloads 262 (114,261)

Abstract:

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pitching research; template; discoverability; non-English language research; Arabic; Chinese; Dutch; French; Greek; Hindi; Indonesian; Japanese; Korean; Lao; Norwegian; Polish; Portuguese; Romanian; Russian; Sinhalese; Spanish; Tamil; Thai; Urdu; Vietnamese; Myanmar; German; Persian Bengali; Filipin

2.

Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia

31st Australasian Finance and Banking Conference 2018
Number of pages: 46 Posted: 05 Mar 2018 Last Revised: 25 Apr 2019
Marinela Adriana Finta and Jose Renato Haas Ornelas
Singapore Management University and Banco Central do Brasil
Downloads 185 (160,071)

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Commodity Forecast, Implied Volatility, Implied Skewness, Risk Premium

3.

Risk Premium Spillovers Among Stock Markets: Evidence from Higher-Order Moments

Number of pages: 39 Posted: 05 Mar 2018 Last Revised: 12 Oct 2018
Marinela Adriana Finta and Sofiane Aboura
Singapore Management University and Université Paris XIII Nord - Department of Economics and Management
Downloads 29 (463,318)

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Spillovers, Volatility, Skewness, Kurtosis, Risk-Neutral, Risk Premium

4.

Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets

Financial Review, Vol. 52, Issue 1, pp. 145-166, 2017
Number of pages: 22 Posted: 15 Jan 2017
Marinela Adriana Finta, Bart Frijns and Alireza Tourani‐Rad
Singapore Management University, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 0 (655,592)
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Abstract:

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contemporaneous spillovers, identification through heteroskedasticity, volatility spillovers