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subject:"United States"
subject:"Wechselkurs"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"International review of applied economics"
~isPartOf:"Journal of forecasting"
~person:"Ayadi, Ahmed"
~person:"Caporale, Guglielmo Maria"
~person:"Chambers, Marcus J."
~person:"Fraser, Patricia"
~person:"Mills, Terence C."
~person:"Speight, Alan E. H."
~subject:"1964-2003"
~subject:"1968-1987"
~subject:"Fractional integration and cointegration"
~subject:"Frankreich"
~subject:"Index-Futures"
~subject:"Kointegration"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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United States
Wechselkurs
1964-2003
1968-1987
Fractional integration and cointegration
Frankreich
Index-Futures
Kointegration
Share price
Theory
Wirtschaftswachstum
Großbritannien
31
United Kingdom
31
Theorie
11
Estimation
9
Schätzung
9
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
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4
Deutschland
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Forecasting model
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Germany
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Kapitaleinkommen
4
Prognoseverfahren
4
USA
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Börsenkurs
3
Index futures
3
Japan
3
Private consumption
3
Privater Konsum
3
Stock market
3
1992-1995
2
Arbeitslosigkeit
2
Cointegration
2
Consumption theory
2
Dauerhafte Konsumgüter
2
Derivat
2
Derivative
2
Durable goods
2
Handelsvolumen der Börse
2
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Aufsatz in Zeitschrift
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22
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Ayadi, Ahmed
Caporale, Guglielmo Maria
Chambers, Marcus J.
Fraser, Patricia
Mills, Terence C.
Speight, Alan E. H.
McMillan, David G.
6
Brooks, Chris
5
Gil-Alaña, Luis A.
5
Patterson, Kerry D.
4
Peel, David
4
Cook, Steven
3
Holden, Kenneth
3
Jawadi, Fredj
3
Sharma, Subhash Chandra
3
Sosvilla-Rivero, Simón
3
Turner, Paul
3
Blake, David
2
Chang, Tsangyao
2
Cheung, Daniel Wai-Wah
2
Coakley, Jerry
2
Dickerson, Andrew P.
2
Esteve García, Vicente
2
Garrett, Ian
2
Geroski, Paul A.
2
Goddard, John A.
2
Hall, Stephen G.
2
Hartley, Keith
2
Hatemi-J, Abdulnasser
2
Holmes, Mark J.
2
Hudson, John
2
Hudson, Robert
2
Hwang, Soosung
2
Jaffry, Shabbar
2
Kanas, Angelos
2
Kouretas, Georgios P.
2
Lusinyan, Lusine
2
Moessner, Richhild
2
Moosa, Imad A.
2
Morley, Bruce
2
Norrbin, Stefan C.
2
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Applied economics
Applied financial economics
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
International review of applied economics
Journal of forecasting
Economics and finance working paper series
13
CESifo working papers
12
Bulletin of economic research
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economic research paper / Loughborough University, Department of Economics
5
Scottish journal of political economy : the journal of the Scottish Economic Society
4
The European journal of finance
4
The Manchester School of Economic and Social Studies
4
Discussion paper / Centre for Economic Forecasting
3
Economic modelling
3
Warwick economic research papers
3
Economics letters
2
Explorations in economic history : EEH
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of economic integration
2
The Manchester School
2
The journal of futures markets
2
Working paper series / School of Economics and Finance, Curtin University
2
Working papers / Centre for Competitive Advantage in the Global Economy
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Current politics and economics of Europe
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, The University of Western Australia
1
Discussion papers of interdisciplinary research project 373
1
Dynamis
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economica
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
European review of economic history
1
International Journal of Financial Studies : open access journal
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
22
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1
BREXIT : equity market contagion and transmission channels
Ayadi, Ahmed
- In:
Applied economics
54
(
2022
)
34
,
pp. 3933-3952
Persistent link: https://www.econbiz.de/10013410855
Saved in:
2
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
3
Bubbles in UK house prices : evidence from ESTR models
McMillan, David G.
;
Speight, Alan E. H.
- In:
International review of applied economics
24
(
2010
)
4
,
pp. 437-452
Persistent link: https://www.econbiz.de/10008653280
Saved in:
4
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
5
A deeper look at asymmetries in UK consumers' expenditure : the nonparametric analysis of 100 disaggregates
Cook, Steven
;
Speight, Alan E. H.
- In:
Applied economics
37
(
2005
)
8
,
pp. 893-900
Persistent link: https://www.econbiz.de/10002801845
Saved in:
6
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
7
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
8
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:
9
Wages and prices in the UK
Mills, Terence C.
;
Wood, Geoffrey
- In:
Applied economics
34
(
2002
)
17
,
pp. 2143-2149
Persistent link: https://www.econbiz.de/10001709871
Saved in:
10
Threshold nonlinearities in unemployment rates : further evidence for the UK and G3 economies
Peel, David
;
Speight, Alan E. H.
- In:
Applied economics
32
(
2000
)
6
,
pp. 705-715
Persistent link: https://www.econbiz.de/10001521059
Saved in:
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