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Journal of Finance and Economics
ISSN (Print): 2328-7284 ISSN (Online): 2328-7276 Website: https://www.sciepub.com/journal/jfe Editor-in-chief: Suman Banerjee
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Content: Volume 12, Issue 1

Open AccessArticle
Univariate and Multivariate Volatility Models for Portfolio Value at Risk
by Jingyi Xiao, Siqi Mao, Xufeng Niu and Yixin Kang
Journal of Finance and Economics. 2024, 12(1), 1-14. DOI: 10.12691/jfe-12-1-1
Pub. Date: February 02, 2024Views: 1595Downloads: 4566
Value at Risk (VaR) GARCH-type Model Multivariate GARCH models
Abstract Full Text PDF (809 KB) Full Text HTML Full Text ePUB (805 KB)
Open AccessArticle
Do Treasury Nominal Securities and Treasury Inflation-Protected Securities Deliver Equivalent Returns?
by Yan He, Junbo Wang and Uric Dufrene
Journal of Finance and Economics. 2024, 12(1), 15-23. DOI: 10.12691/jfe-12-1-2
Pub. Date: February 20, 2024Views: 1757Downloads: 5154
Treasury Nominal Securities (TNS) Treasury Inflation-Protect Securities (TIPS) Yields Returns Inflation
Abstract Full Text PDF (283 KB) Full Text HTML Full Text ePUB (411 KB)
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