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~person:"Alexakis, Christos A."
~person:"Clements, Kenneth W."
~person:"Ivanov, Stoyu I."
~subject:"Hidden co-integration"
~subject:"Indexberechnung"
~subject:"Kointegration"
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Hidden co-integration
Indexberechnung
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Aktienindex
18
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18
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6
Indexderivat
6
Börsenkurs
5
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Alexakis, Christos A.
Clements, Kenneth W.
Ivanov, Stoyu I.
Caporale, Guglielmo Maria
6
Aboura, Sofiane
4
Chang, Bisharat Hussain
4
Cheung, Yin-Wong
4
Chevallier, Julien
4
Gil-Alaña, Luis A.
4
Humpe, Andreas
4
Jalbert, Terrance
4
Macmillan, Peter
4
Tabash, Mosab I.
4
Arnesen, Eric
3
Caldeira, João F.
3
Filomena, Tiago Pascoal
3
Kappou, Konstantina
3
McMillan, David G.
3
Sant'Anna, Leonardo Riegel
3
Sheikh, Umaid A.
3
Theissen, Erik
3
Vaihekoski, Mika
3
Weaver, Daniel G.
3
Webb, Gwendolyn P.
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Allen, David E.
2
Anderson, Heather M.
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Arouri, Mohamed
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Asad, Muzaffar
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Balatti, Mirco
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Bekhet, Hussain Ali
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Bhatnagar, Dyal
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Boldin, Robert J.
2
Brooks, Chris
2
Chancharat, Surachai
2
Chen, Doris
2
Dimpfl, Thomas
2
Dolvin, Steven D.
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Febrian, Erie
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The international journal of business and finance research : IJBFR
2
Applied economics
1
Discussion paper / The University of Western Australia, Business School, Economics
1
Economics working paper series
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Global journal of finance and banking issues
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
8
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1
Long run asymmetric relationships between Islamic and conventional equity indices
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikou, Alexandros
-
2015
Persistent link: https://www.econbiz.de/10012174651
Saved in:
2
Hidden cointegration reveals hidden values in Islamic investments
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikouras, …
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 70-83
Persistent link: https://www.econbiz.de/10011745323
Saved in:
3
Analysis of the effects of pre announcement of S&P 500 index changes
Ivanov, Stoyu I.
- In:
The international journal of business and finance …
7
(
2013
)
5
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009741771
Saved in:
4
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Saved in:
5
The effects of crisis on the cointegration between the S&P 100 and the S&P 500 indexes
Ivanov, Stoyu I.
- In:
The international journal of finance
23
(
2011
)
2
,
pp. 6783-6797
Persistent link: https://www.econbiz.de/10009655894
Saved in:
6
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
-
2011
Persistent link: https://www.econbiz.de/10009310840
Saved in:
7
Quantitative analysis of the price discovery in the NAFTA stock markets
Ivanov, Stoyu I.
- In:
Global journal of finance and banking issues
4
(
2010
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10008826249
Saved in:
8
Discretionary deletions from the S&P 500 index : evidence on forecasted and realized
Ivanov, Stoyu I.
- In:
The international journal of business and finance …
4
(
2010
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10008808334
Saved in:
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