International Review of Financial Analysis最新文献_第5页

Modelling time-varying volatility interactions 模拟时变波动相互作用

IF 9.8 1区经济学

International Review of Financial Analysis Pub Date : 2026-03-01 Epub Date: 2026-01-20 DOI: 10.1016/j.irfa.2026.105098

Susana Campos-Martins , Cristina Amado

引用次数: 0

Vulnerable options under a Hawkes jump-diffusion model with two-factor stochastic volatility 具有两因素随机波动率的Hawkes跳-扩散模型下的脆弱期权

IF 9.8 1区经济学

International Review of Financial Analysis Pub Date : 2026-03-01 Epub Date: 2026-01-20 DOI: 10.1016/j.irfa.2026.105095

Puneet Pasricha , Xin-Jiang He

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引用次数: 0

The contagion effect of natural disasters in the Sovereign CDS market: Which causes? 自然灾害对主权CDS市场的传染效应：原因何在？

IF 9.8 1区经济学

International Review of Financial Analysis Pub Date : 2026-03-01 Epub Date: 2026-01-23 DOI: 10.1016/j.irfa.2026.105102

Caterina Di Tommaso , Matteo Foglia , Vincenzo Pacelli

引用次数: 0

Tales that cost: Folklore and bank loan spreads 有成本的故事：民间传说和银行贷款利差

IF 9.8 1区经济学

International Review of Financial Analysis Pub Date : 2026-03-01 Epub Date: 2026-01-25 DOI: 10.1016/j.irfa.2026.105100

Christophe Godlewski , Laurent Weill

引用次数: 0

Microstructure-based private information and institutional return predictability 基于微观结构的私人信息与制度回报可预测性

IF 9.8 1区经济学

International Review of Financial Analysis Pub Date : 2026-03-01 Epub Date: 2026-01-30 DOI: 10.1016/j.irfa.2026.105113

Xuchu Sun , Jinling Na , Tangrong Li

引用次数: 0

Motivated institutional investors and corporate debt choices: Do minority shareholders matter? 有动机的机构投资者与公司债务选择：小股东重要吗？

IF 9.8 1区经济学

International Review of Financial Analysis Pub Date : 2026-03-01 Epub Date: 2026-01-12 DOI: 10.1016/j.irfa.2026.105093

Michał Kałdoński, Tomasz Jewartowski

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引用次数: 0

Data assetization and audit fees 数据资产化和审计费用

IF 8.2 1区经济学

International Review of Financial Analysis Pub Date : 2026-02-03 DOI: 10.1016/j.irfa.2025.105037

Chuan Qin

引用次数: 0

Retraction notice to “Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis” [FINANA 72 (2020) 101605] 对“亚太货币的极端溢出效应：基于分位数的分析”的撤回通知[finance] 72 (2020) 101605]

IF 9.8 1区经济学

International Review of Financial Analysis Pub Date : 2026-02-01 Epub Date: 2026-01-12 DOI: 10.1016/j.irfa.2026.105080

Elie Bouri , Brian Lucey , Tareq Saeed , Xuan Vinh Vo

引用次数: 0

Directors and officers liability insurance placement, financial innovation, and the dynamic capabilities of listed companies 董事、管理人员责任保险配售、金融创新与上市公司动态能力