Economics at your fingertips  

Details about M. Humayun Kabir

Workplace:School of Economics and Finance, Business School, Massey University, (more information at EDIRC)

Access statistics for papers by M. Humayun Kabir.

Last updated 2017-11-26. Update your information in the RePEc Author Service.

Short-id: pka1263

Jump to Journal Articles

Journal Articles


  1. Back-testing extreme value and Lévy value-at-risk models
    Journal of Risk Finance, 2017, 18, (1), 88-118 Downloads
  2. Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms
    The Quarterly Review of Economics and Finance, 2017, 65, (C), 128-136 Downloads View citations (3)


  1. An improved framework for approximating option prices with application to option portfolio hedging
    Economic Modelling, 2016, 59, (C), 285-296 Downloads View citations (1)


  1. International diversification with American Depository Receipts (ADRs)
    Pacific-Basin Finance Journal, 2011, 19, (1), 98-114 Downloads View citations (8)


  1. The near-collapse of LTCM, US financial stock returns, and the fed
    Journal of Banking & Finance, 2005, 29, (2), 441-460 Downloads View citations (19)
Page updated 2023-06-15