Narrow search
Showing 1 - 10 of 1,222
Cover Image
Interest rate risk estimation : a new duration-based approach
Bajo, Emanuele; Barbi, Massimiliano; Hullier, David - In: Applied economics 45 (2013) 19/21, pp. 2697-2704
Persistent link: https://www.econbiz.de/10010189364
Cover Image
Improving market timing of time series momentum in the Chinese stock market
Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
Cover Image
Dynamic causality between the U.S. stock market, the Chinese stock market and the global gold market : implications for individual investors' diversification strategies
Mei, Ganghua; McNown, Robert F. - In: Applied economics 51 (2019) 43, pp. 4742-4756
Persistent link: https://www.econbiz.de/10012197067
Cover Image
Evidence of the duration-dependence from the stock markets in the Pacific Rim economies
Chen, Shyh-wei; Shen, Chung-hua - In: Applied economics 39 (2007) 10/12, pp. 1461-1474
Persistent link: https://www.econbiz.de/10003511923
Cover Image
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy - In: Applied economics 55 (2023) 4, pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Cover Image
An analysis of mean-variance portfolio selection with varying holding periods
Ulucan, Aydin - In: Applied economics 39 (2007) 10/12, pp. 1399-1407
Persistent link: https://www.econbiz.de/10003511831
Cover Image
Portfolio mix and large-bank profitability in the USA
Miller, Stephen M. - In: Applied economics 29 (1997) 4, pp. 505-512
Persistent link: https://www.econbiz.de/10001220942
Cover Image
Asymmetric correlations in gold and other financial markets
Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
Cover Image
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
Cover Image
Modelling the interactions across international stock, bond and foreign exchange markets
Hakim, Abdul; McAleer, Michael - In: Applied economics 42 (2010) 7/9, pp. 825-850
Persistent link: https://www.econbiz.de/10003991754