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Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837

Spillover effects from London and Frankfurt to Central and Eastern European stock markets

Harrison, Barry; Moore, Winston - In: Applied financial economics 19 (2009) 16/18, pp. 1509-1521

This article investigates comovement in stock markets between the emerging economies of Central and Eastern Europe (CEE) and the developed markets of Western Europe. Three approaches are employed to examine this issue. The first two approaches, time-varying realized correlation ratios and...

Persistent link: https://www.econbiz.de/10003886334

Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235

Persistent link: https://www.econbiz.de/10003427064

Significance of risk modelling in the term structure of interest rates

Halkos, George E.; Papadamou, Stephanos T. - In: Applied financial economics 17 (2007) 1/3, pp. 237-247

Persistent link: https://www.econbiz.de/10003427069

Are international equity markets really asymmetric

Kearney, Colm; Lynch, Margaret - In: Applied financial economics 17 (2007) 4/6, pp. 399-411

Persistent link: https://www.econbiz.de/10003446047

Efficiency in the eurobond market : application of nonparametric techniques

Bonilla Musoles, María; García Menéndez, Leandro; … - In: Applied financial economics 17 (2007) 4/6, pp. 431-444

Persistent link: https://www.econbiz.de/10003446071

Pricing of non-ferrous metals futures on the London metal exchange

Watkins, Clinton; McAleer, Michael - In: Applied financial economics 16 (2006) 12, pp. 853-880

Persistent link: https://www.econbiz.de/10003377835

Efficiency tests of the UK financial futures markets and the impact of electronic trading systems

Evans, Twm - In: Applied financial economics 16 (2006) 17, pp. 1273-1283

Persistent link: https://www.econbiz.de/10003387422

The structure of retail markets : what do we learn from bank-specific rates?

Heffernan, Shelagh A.; Fu, Xiaoqing - In: Applied financial economics 19 (2009) 22/24, pp. 1873-1884

This article investigates the relationship between market structure and performance in the British retail banking market for the period 1993 to 2004. Using panel data estimation methods, both the Market Power (MP) and Efficient-Structure (ES) hypotheses are tested. This study is the first to...

Persistent link: https://www.econbiz.de/10003921099

On the exploitability of the turn-of-the-month effect : an international perspective

Zwergel, Bernhard - In: Applied financial economics 20 (2010) 10/12, pp. 911-922

Persistent link: https://www.econbiz.de/10009009804