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person:"McAleer, Michael"
~isPartOf:"Applied economics"
~person:"Chiarella, Carl"
~person:"Chiu, Chien-liang"
~person:"Clements, Adam"
~person:"Engle, Robert F."
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McAleer, Michael
Chiarella, Carl
Chiu, Chien-liang
Clements, Adam
Engle, Robert F.
Ma, Feng
7
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6
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A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
2
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
3
Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien
;
Chiu, Chien-liang
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247
Saved in:
4
Jump risk of presidential election : evidence from Taiwan stock and foreign exchange markets
Hung, Jui-cheng
;
Jiang, Shi-jie
;
Chiu, Chien-liang
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2231-2240
Persistent link: https://www.econbiz.de/10003589802
Saved in:
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