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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Cheng, T. C. E."
~person:"McAleer, Michael"
~person:"Sosvilla-Rivero, Simón"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Commodity derivative
3
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3
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3
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Cheng, T. C. E.
McAleer, Michael
Sosvilla-Rivero, Simón
Faff, Robert W.
19
Madura, Jeff
19
Brooks, Robert
18
McMillan, David G.
16
Hamori, Shigeyuki
10
Moosa, Imad A.
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Coakley, Jerry
9
Hassan, M. Kabir
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9
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8
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8
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8
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8
Akhigbe, Aigbe O.
7
Becchetti, Leonardo
7
Chelley-Steeley, Patricia L.
7
Fabozzi, Frank J.
7
Lucey, Brian M.
7
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7
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7
Serletis, Apostolos
7
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7
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6
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6
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6
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6
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5
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5
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5
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Applied financial economics
International journal of production economics
97
European journal of operational research : EJOR
52
International journal of production research
33
Applied economics
30
Journal of economic surveys
27
Computers & operations research : and their applications to problems of world concern ; an international journal
24
Transportation research / E : an international journal
24
Journal of risk and financial management : JRFM
22
Journal of econometrics
21
Econometric reviews
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16
Applied economics letters
16
International review of economics & finance : IREF
14
Omega : the international journal of management science
14
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10
International journal of shipping and transport logistics : IJSTL
10
The North American journal of economics and finance : a journal of financial economics studies
10
IEEE transactions on engineering management : EM
8
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8
Risks : open access journal
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7
International journal of forecasting
7
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7
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6
Operations research letters
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International journal of logistics : research and applications
5
Journal of operations management
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The Japanese economic review : the journal of the Japanese Economic Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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Economic modelling
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Journal of applied econometrics
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Journal of engineering and technology management : JET-M
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Journal of international financial markets, institutions & money
4
Production and operations management : an international journal of the Production and Operations Management Society
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ECONIS (ZBW)
12
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1
Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón
;
Morales Zumaquero, Amalia
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
Saved in:
2
The euro and the volatility of exchange rates
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1235-1253
Persistent link: https://www.econbiz.de/10009348295
Saved in:
3
An eclectic approach to currency crises : drawing lessons from the EMS experience
Pérez-Bermejo, Francisco
;
Sosvilla-Rivero, Simón
; …
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 501-517
Persistent link: https://www.econbiz.de/10003739192
Saved in:
4
Macroeconomic instability in the European monetary system?
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 965-983
Persistent link: https://www.econbiz.de/10003739512
Saved in:
5
Implicit bands in the Spanish Peseta/Deutschmark exchange rate, 1965 - 1998
Ledesma-Rodríguez, Francisco José
;
Navarro Ibáñez, …
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 921-932
Persistent link: https://www.econbiz.de/10003538071
Saved in:
6
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
7
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
8
Optimization of technical rules by genetic algorithms : evidence from the Madrid stock market
Fernández Rodríguez, Fernando
;
González-Martel, Christian
- In:
Applied financial economics
15
(
2005
)
11
,
pp. 773-775
Persistent link: https://www.econbiz.de/10003016841
Saved in:
9
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
Saved in:
10
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Saved in:
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