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source:"econis"
subject:"Estimation"
~isPartOf:"Applied financial economics"
~isPartOf:"IZA Discussion Paper"
~subject:"Impact assessment"
~type_genre:"Article in journal"
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Theorie
330
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330
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95
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43
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Alles, Lakshman
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Applied financial economics
IZA Discussion Paper
Applied economics
326
Economic modelling
236
Economics letters
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177
Journal of econometrics
172
Journal of international money and finance
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Journal of applied econometrics
147
Journal of economic dynamics & control
147
Journal of macroeconomics
142
International review of economics & finance : IREF
126
Journal of banking & finance
123
The review of economics and statistics
123
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120
Macroeconomic dynamics
112
European economic review : EER
105
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104
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103
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101
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94
International journal of forecasting
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American journal of agricultural economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
78
Journal of money, credit and banking : JMCB
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The Canadian journal of economics
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Econometric reviews
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International journal of finance & economics : IJFE
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The European journal of finance
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31
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt
;
Nordman, Niklas
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
Saved in:
32
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
33
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
Saved in:
34
The relationship between commercial banks' interest rates and loan sizes : evidence from a small open economy
Moore, W.
;
Craigwell, Roland C.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 257-266
Persistent link: https://www.econbiz.de/10001748448
Saved in:
35
Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
Saved in:
36
A solution to the equity premium and risk-free rate puzzles : an empirical investigation using Japanese data
Maki, Atsushi
;
Sonoda, Tadashi
- In:
Applied financial economics
12
(
2002
)
8
,
pp. 601-612
Persistent link: https://www.econbiz.de/10001677021
Saved in:
37
The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 715-724
Persistent link: https://www.econbiz.de/10001702510
Saved in:
38
SFA, TFA and a new thick frontier : graphical and analytical comparisons
Caudill, Steven B.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 309-317
Persistent link: https://www.econbiz.de/10001688798
Saved in:
39
An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman
;
Murray, Louis
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
Saved in:
40
Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets
Wang, Peijie
;
Wang, Ping
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001563271
Saved in:
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