1. Akuzawa, T. and Y. Nishiyama (2012), âImplied Sharpe Ratios of Portfolios With Options: Application to Nikkei Futures and Listed Optionsâ, to appear in North American Journal of Economics and Finance, this issue.

2. Allen, D., K.H. Ng and S. Peiris (2012), âEstimating and Simulating Weibull Models of Risk or Price Durations: An Application to ACD Modelsâ, to appear in North American Journal of Economics and Finance, this issue.

3. Asai, M. and I. Brugal (2012), âForecasting Volatility via Stock Return, Range, Trading Volume and Spillover Effects: The Case of Brazilâ, to appear in North American Journal of Economics and Finance, this issue.

4. Bai, Z., K.F. Phoon, K. Wang and W.-K. Wong (2012), âThe Performance of Commodity Trading Advisors: A Mean-Variance-Ratio Test Approachâ, to appear in North American Journal of Economics and Finance, this issue.

5. Caporin, M. (2012), âEquity and CDS Sector Indices: Dynamic Models and Risk Hedgingâ, to appear in North American Journal of Economics and Finance, this issue.

6. Chang, C.-L., J.-A. Jimenez-Martin, M. McAleer and T. Perez-Amaral (2012), âThe Rise and Fall of S&P500 Variance Futuresâ, to appear in North American Journal of Economics and Finance, this issue.

7. Chang, C.-L., M. McAleer and R. Tansuchat (2012), âConditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returnsâ, to appear in North American Journal of Economics and Finance, this issue.

8. Chuang, W.-I, T.-C. Huang and B.-H. Lin (2012), âPredicting Volatility Using Markov Switching Multifractal Model: Evidence from S&P 100 Index and Equity Optionsâ, to appear in North American Journal of Economics and Finance, this issue.
   Paper not yet in RePEc: Add citation now
   

9. Divino, J.A. and L.C.S. Rocha (2012), âProbability of Default in Collateralized Credit Operationsâ, to appear in North American Journal of Economics and Finance, this issue.

10. Dong, C. and J. Gao (2012), âSolving Replication Problems in a Complete Market by Orthogonal Series Expansionâ, to appear in North American Journal of Economics and Finance, this issue.

11. Gonzalez-Perez, M.-T. and D.E. Guerrero (2012), âDay of the Week Effect on the VIX. A Parsimonious Representationâ, to appear in North American Journal of Economics and Finance, this issue.
    Paper not yet in RePEc: Add citation now
    

12. Jiang, I-M., S.-Y. Yang, Y.-H. Liu and A.T. Wang (2012), âValuation of Double Trigger Catastrophe Options with Counterparty Riskâ, to appear in North American Journal of Economics and Finance, this issue.

13. Labuschagne, C. and T. Offwood (2012), âPricing Exotic Options Using the Wang Transformâ, to appear in North American Journal of Economics and Finance, this issue.
    Paper not yet in RePEc: Add citation now
    

14. Lutz, S. (2012), âRisk Premia in Multi-national Enterprisesâ, to appear in North American Journal of Economics and Finance, this issue.

15. Shawkat, S., P. Araujo Santos and A. Al-Hassan (2012), âDownside Risk Management and VaR-based Optimal Portfolios for Precious Metals, Oil and Stocksâ, to appear in North American Journal of Economics and Finance, this issue.
    Paper not yet in RePEc: Add citation now
    

1. The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2. Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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3. On a quantile autoregressive conditional duration model. (2023). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:203:y:2023:i:c:p:425-448.

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4. Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate. (2023). Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh.
   In: Review of Development Economics.
   RePEc:bla:rdevec:v:27:y:2023:i:4:p:2618-2637.

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5. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
6. Identifying the fair value of Sharpe ratio by an option valuation approach. (2021). Li, Xiu-Yan ; Lu, Jin-Ray.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:82:y:2021:i:c:p:63-70.

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7. Wealth Distribution across Countries: Quality of Weibull, Dagum and Burr XII in Estimating Wealth over Time. (2021). Tzur, Joseph ; Jacobi, Arie.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001045.

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8. On a quantile autoregressive conditional duration model applied to high-frequency financial data. (2021). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton.
   In: Papers.
   RePEc:arx:papers:2109.03844.

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9. The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Kao, Yu-Sheng.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303358.

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10. A futures pricing model with long-term and short-term traders. (2019). Jia, Yun ; Xie, Jun ; Gao, Bin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:9-28.

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11. Fossil fuel share in the energy mix and economic growth. (2019). Kibria, Ahsan ; Oladi, Reza ; Akhundjanov, Sherzod B.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:253-264.

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12. The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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13. Efficient modelling and forecasting with range based volatility models and its application. (2017). NG, KOK HAUR ; Chan, Jennifer ; Allen, David ; Peiris, Shelton.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:448-460.

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14. Modelling and Forecasting with Financial Duration Data Using Non-linear Model. (2016). NG, KOK HAUR ; Kok-Haur, NG ; Ah-Hin, Pooi ; Huei-Ching, Soo .
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2016:i:2:p:79-92.

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15. Forecasting Value-at-Risk using block structure multivariate stochastic volatility models. (2015). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:40-50.

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16. Option pricing under GARCH models with Hansens skewed-t distributed innovations. (2015). Ng, Andrew Cheuk-Yin ; Liu, Yanxin .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:108-125.

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17. The term structure of sentiment effect in stock index futures market. (2014). Gao, Bin ; Yang, Chunpeng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:171-182.

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18. Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates. (2014). Su, Jung-Bin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:1-39.

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19. Institutional changes of Specified Purpose Acquisition Companies (SPACs). (2014). Vulanovic, Milos ; Shachmurove, Yochanan ; Lakicevic, Milan .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:149-169.

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20. Excess volatility and the cross-section of stock returns. (2014). Ma, Jinpeng ; Wang, Yuming .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:27:y:2014:i:c:p:1-16.

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21. The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics. (2013). NG, KOK HAUR ; Allen, David ; Peiris, Shelton.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:1:p:117-122.

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22. Quantitative evaluation of contingent capital and its applications. (2013). Gupta, Anshul ; Nishiyama, Yoshihiko ; Akuzawa, Toshinao .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:457-486.

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23. Portfolio selection and portfolio frontier with background risk. (2013). Wang, Ching-Ping ; Huang, Hung-Hsi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:177-196.

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24. Risk management and financial derivatives: An overview. (2013). McAleer, Michael ; Hammoudeh, Shawkat.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115.

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25. Risk Management and Financial Derivatives:An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:816.

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26. Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:32527.

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