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A double-threshold GARCH model...
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Applied economics letters
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Failed terror attack and stock market returns : the case of Pakistan stock exchange
Bash, Ahmad
;
Alsaifi, Khaled
;
Al-Awadhi, Abdullah M.
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1698-1702
Persistent link: https://www.econbiz.de/10012652576
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Stock market returns and health risk
Han, Hyojin
;
Koh, Kanghyock
- In:
Applied economics letters
31
(
2024
)
16
,
pp. 1584-1589
Persistent link: https://www.econbiz.de/10015075527
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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Asymmetric effects of monetary policy shocks on economic performance : empirical evidence from Turkey
Ülke, Volkan
;
Berument, Hakan
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 353-360
Persistent link: https://www.econbiz.de/10011430609
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Nonlinear interest rate effects of global oil price changes : the comparison of net oil-consuming and net oil-producing countries
Sotoudeh, M. Ali
;
Worthington, Andrew Charles
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 693-699
Persistent link: https://www.econbiz.de/10010530090
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Does inflation asymmetrically affect relative price variability?
Rather, Sartaj Rasool
;
Durai, S. Raja Sethu
; …
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 80-83
Persistent link: https://www.econbiz.de/10010238250
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The effect of exchange rate volatility on trade : correcting for selection bias and asymmetric trade flows
Al-Rashidi, Atef
;
Lahiri, Bidisha
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1121-1126
Persistent link: https://www.econbiz.de/10010197016
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(A)symmetric effects of changes in the saving rate on the investment rate in Norway : 1830-2017
Bineau, Yannick
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 932-940
Persistent link: https://www.econbiz.de/10012589703
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Asymmetric effects of exchange rate changes on the demand for money in China
Bahmani-Oskooee, Mohsen
;
Xi, Dan
;
Bahmani, Sahar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1104-1109
Persistent link: https://www.econbiz.de/10011629651
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