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1
Hedging supply risks : an optimal water portfolio
Leroux, Anke D.
;
Martin, Vance
- In:
American journal of agricultural economics
98
(
2016
)
1
,
pp. 276-296
Persistent link: https://www.econbiz.de/10011580691
Saved in:
2
Addressing water shortages by force of habit
Leroux, Anke D.
;
Martin, Vance
;
Zheng, Hao
- In:
Resource and energy economics
53
(
2018
),
pp. 42-61
Persistent link: https://www.econbiz.de/10012036799
Saved in:
3
Interest rate conundrum
Craine, Roger N.
;
Martin, Vance
- In:
The B.E. journal of macroeconomics
9
(
2009
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009576191
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4
Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance
;
Sarkar, Saikat
;
Kanto, Antti Jaakko
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10010347338
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5
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
6
Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
Saved in:
7
Real sectoral spillovers : a dynamic factor analysis of the great recession
Li, Nan
;
Martin, Vance
- In:
Journal of monetary economics
107
(
2019
),
pp. 77-95
Persistent link: https://www.econbiz.de/10012266995
Saved in:
8
A nonlinear model of asset returns with multiple shocks
Kahra, Hannu
;
Martin, Vance
;
Sarkar, Saikat
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012054867
Saved in:
9
News and expected returns in East Asian equity markets : the RV-GARCHM model
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
Journal of Asian economics
57
(
2018
),
pp. 36-52
Persistent link: https://www.econbiz.de/10012102777
Saved in:
10
Global and regional financial integration in East Asia and the ASEAN
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 202-221
Persistent link: https://www.econbiz.de/10012036618
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