Narrow search
Showing 1 - 10 of 823
Cover Image
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Cover Image
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid; Savaser, Tanseli; Welch, Robert L.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Cover Image
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru - In: Economics letters 50 (1996) 3, pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
Cover Image
Anomalies in emerging markets : the case of Mexico
Diaz-Ruiz, Polux; Herrerias, Renata; Vasquez, Aurelio - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012632202
Cover Image
Seasonality in the cross section of stock returns : advanced markets versus emerging markets
Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281
Persistent link: https://www.econbiz.de/10012117746
Cover Image
Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena - In: Economics letters 69 (2000) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
Cover Image
Testing the martingale hypothesis for gross returns
Linton, Oliver; Smetanina, Ekaterina - In: Journal of empirical finance 38 (2016), pp. 664-689
Persistent link: https://www.econbiz.de/10011663757
Cover Image
On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Cover Image
CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Cover Image
Political risk and expected government bond returns
Duyvesteyn, Johan; Martens, Martin; Verwijmeren, Patrick - In: Journal of empirical finance 38 (2016), pp. 498-512
Persistent link: https://www.econbiz.de/10011664803