Details about M. Humayun Kabir

Access statistics for papers by M. Humayun Kabir.

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

Short-id: pka1263

Journal Articles

2017

1. Back-testing extreme value and Lévy value-at-risk models
   Journal of Risk Finance, 2017, 18, (1), 88-118
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 View citations (4)

2016

3. An improved framework for approximating option prices with application to option portfolio hedging
   Economic Modelling, 2016, 59, (C), 285-296 View citations (2)

2014

4. Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
   Applied Financial Economics, 2014, 24, (7), 495-503 View citations (1)

2011

5. International diversification with American Depository Receipts (ADRs)
   Pacific-Basin Finance Journal, 2011, 19, (1), 98-114 View citations (11)

2009

6. Russian financial crisis, US financial stock returns and the IMF
   Applied Financial Economics, 2009, 19, (5), 409-426 View citations (2)

2005

7. The near-collapse of LTCM, US financial stock returns, and the fed
   Journal of Banking & Finance, 2005, 29, (2), 441-460 View citations (21)