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person:"Hess, Dieter"
subject:"Börsenkurs"
~isPartOf:"Applied financial economics"
~isPartOf:"Open economies review"
~person:"Chatrath, Arjun"
~person:"Chiang, Thomas C."
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~person:"Wohar, Mark E."
~subject:"Marktmikrostruktur"
~subject:"USA"
~subject:"Wechselkurs"
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Börsenkurs
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USA
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Estimation
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11
Volatility
7
Volatilität
7
Capital income
4
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4
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4
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Hess, Dieter
Chatrath, Arjun
Chiang, Thomas C.
Gupta, Rangan
McMillan, David G.
Wohar, Mark E.
Serletis, Apostolos
5
Bleaney, Michael F.
3
Caporale, Guglielmo Maria
3
Kouretas, Georgios P.
3
Madura, Jeff
3
Ramchander, Sanjay
3
Tian, Mo
3
Akhigbe, Aigbe O.
2
Becchetti, Leonardo
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Berger, Dave
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2
Brooks, Robert
2
Chinn, Menzie David
2
Coakley, Jerry
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Darrat, Ali F.
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Fraser, Patricia
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Frömmel, Michael
2
Georgoutsos, Demetris A.
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Gulley, Orrin David
2
Hassan, M. Kabir
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Jiang, Christine X.
2
Lee, Kiseok
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Masih, Abdul Mansur M.
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Masih, Rumi
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Moosa, Imad A.
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Muradoğlu, Gülnur
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Niizeki, Mikiyo Kii
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Simpson, Marc W.
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Sultan, Jahangir
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Applied financial economics
Open economies review
Department of Economics working paper series
24
International review of economics & finance : IREF
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / University of Connecticut, Department of Economics
11
Research in international business and finance
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Finance research letters
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Applied economics
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
5
The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
8
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date (oldest first)
1
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
2
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
3
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
4
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
5
Futures trading activity and stock price volatility : some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
6
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.
;
Chiang, Thomas C.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
Saved in:
7
International linkages in bank lending and borrowing markets : evidence from six industrialized countries
Chatrath, Arjun
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001226977
Saved in:
8
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S.
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
Saved in:
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