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1
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
2
European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio
;
Festić, Mejra
;
Kavkler, Alenka
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
Saved in:
3
Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the Eurozone countries most affected by the sovereign debt crisis...
Dajcman, Silvo
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1655-1662
Persistent link: https://www.econbiz.de/10009683991
Saved in:
4
A test of the present value model of stock prices under rational and adaptive expectations using Bursa
Malaysia
data from 1983 to 2003
Yeong, Nicky
;
Ho, Chong Mun
;
Dollery, Brian
;
Kogid, Mori
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1835-1839
Persistent link: https://www.econbiz.de/10009232135
Saved in:
5
An examination of price integration between stock market and international crude oil indices : evidence from China
Hearn, Bruce
;
Shuk Yin Man
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1595-1602
Persistent link: https://www.econbiz.de/10009383427
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6
Why a diversified portfolio should include African assets
Alagidede, Paul
;
Panagiōtidēs, Theodōros
;
Zhang, Xu
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1333-1340
Persistent link: https://www.econbiz.de/10009348029
Saved in:
7
Price co-movements in decentralized financial markets
Park, Seongwan
;
Lee, Seungju
;
Lee, Yunyoung
;
Ko, Hyungjin
; …
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3075-3082
Persistent link: https://www.econbiz.de/10014441906
Saved in:
8
Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices
Chen, Shieh-liang
;
Huang, Shian-chang
;
Lin, Yi-mien
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 127-133
Persistent link: https://www.econbiz.de/10003448433
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9
Are 'stock returns' a hedge against inflation in
Japan
? : determination using ADL bounds testing
Chang, Hsiao-fen
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1305-1309
Persistent link: https://www.econbiz.de/10010201597
Saved in:
10
The relationship between the Vietnam stock market and its major trading partners : TECM with bivariate asymmetric GARCH model
Chang, Hsu-Ling
;
Su, Chi-Wei
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1279-1283
Persistent link: https://www.econbiz.de/10008938309
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