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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
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Technical analysis, trading volume and market efficiency : evidence from an emerging market
Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365
Persistent link: https://www.econbiz.de/10001226982
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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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
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Russian financial crisis, US financial stock returns and the IMF
Kabir, M. Humayun; Hassan, M. Kabir - In: Applied financial economics 19 (2009) 4/6, pp. 409-426
Persistent link: https://www.econbiz.de/10003828575
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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
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The effect of country risk ratings on market returns
Schnusenberg, Oliver; Madura, Jeff; Gleason, Kimberly - In: Applied financial economics 17 (2007) 16/18, pp. 1289-1299
Persistent link: https://www.econbiz.de/10003605831
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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Testing for non-correlation between price and volatility jumps
Jacod, Jean; Klüppelberg, Claudia; Müller, Gernot - In: Journal of econometrics 197 (2017) 2, pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
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Testing for episodic predictability in stock returns
Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. - In: Journal of econometrics 227 (2022) 1, pp. 85-113
Persistent link: https://www.econbiz.de/10013441625