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An equicorrelation measure for equity, bond, foreign exchange and commodity returns
Aboura, Sofiane; Chevallier, Julien - In: Applied economics letters 20 (2013) 16/18, pp. 1618-1624
Persistent link: https://www.econbiz.de/10010222949
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An equicorrelation measure for equity, bond, foreign exchange and commodity returns
Aboura, Sofiane; Chevallier, Julien - In: Applied economics letters 20 (2013) 18, pp. 1618-1624
Persistent link: https://www.econbiz.de/10010183072
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Cross-market linkages between commodities, stocks and bonds
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 10/12, pp. 1008-1018
Persistent link: https://www.econbiz.de/10010195986
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Testing the fed and the Graham & Dodd models : asymmetric vs. symmetric adjustment
Boucher, Christophe; Aboura, Sofiane - In: Applied economics letters 15 (2008) 1/3, pp. 91-94
Persistent link: https://www.econbiz.de/10003724966
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Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien; Goutte, Stéphane - In: Applied economics letters 22 (2015) 13/15, pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
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Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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Examining the structural changes of European carbon futures price 2005 - 2012
Zhu, Bangzhu; Chevallier, Julien; Ma, Shujiao; Wei, Yi-Ming - In: Applied economics letters 22 (2015) 4/6, pp. 335-342
Persistent link: https://www.econbiz.de/10010506747
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Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010158951
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010168310