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Items where Author is "Hvozdyk, L"

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Hvozdyk, L and Rustanov, S (2016) 'The effect of financial transaction tax on market liquidity and volatility: An Italian perspective.' International Review of Financial Analysis, 45. 62 - 78. ISSN 1057-5219

Gnabo, JY and Hvozdyk, L and Lahaye, J (2014) 'System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies.' Journal of International Money and Finance, 48. 147 - 174. ISSN 0261-5606

Dungey, M and Hvozdyk, L (2012) 'Cojumping: Evidence from the US Treasury bond and futures markets.' Journal of Banking and Finance, 36 (5). 1563 - 1575. ISSN 0378-4266

This list was generated on Mon Oct 26 04:23:32 2020 GMT.