Narrow search
Showing 1 - 10 of 144
Cover Image
Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K. - In: Applied financial economics 19 (2009) 4/6, pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
Cover Image
A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...
Milionis, Alexandros E.; Papanagiotou, Evaggelia - In: Applied financial economics 21 (2011) 4/6, pp. 421-436
Persistent link: https://www.econbiz.de/10009124540
Cover Image
Is US inflation low because the dollar value is high? : Some short- and long run evidence
Darrat, Ali F.; Chopin, Marc Colin Charles; Topuz, C. - In: Applied financial economics 13 (2003) 4, pp. 237-243
Persistent link: https://www.econbiz.de/10001748446
Cover Image
A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487
Persistent link: https://www.econbiz.de/10003605859
Cover Image
Revisiting the holiday effect : is it on holiday?
Vergin, Roger C.; McGinnis, John - In: Applied financial economics 9 (1999) 5, pp. 477-482
Persistent link: https://www.econbiz.de/10001454997
Cover Image
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua - In: Applied financial economics 7 (1997) 6, pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Cover Image
A model and empirical test of the strong form efficiency of US capital markets : more evidence of insider trading profitability
Kara, Ahmet - In: Applied financial economics 8 (1998) 3, pp. 211-220
Persistent link: https://www.econbiz.de/10001244172
Cover Image
Is there an empirical link between the dollar price of the euro and the monetary fundamentals?
Karfakis, Costas I. - In: Applied financial economics 16 (2006) 13, pp. 973-980
Persistent link: https://www.econbiz.de/10003377851
Cover Image
A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
Masih, Abdul Mansur M. - In: Applied financial economics 7 (1997) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001219239
Cover Image
Financial turbulence and beta estimation
Berger, Dave - In: Applied financial economics 23 (2013) 1/3, pp. 251-263
Persistent link: https://www.econbiz.de/10009718964