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Volatility relationship between stock performance and real output

Ahn, Eun S.; Lee, Jin Man - In: Applied financial economics 16 (2006) 11, pp. 777-784

Persistent link: https://www.econbiz.de/10003350994

Dependence patterns across financial markets : a mixed copula approach

Hu, Ling - In: Applied financial economics 16 (2006) 10, pp. 717-729

Persistent link: https://www.econbiz.de/10003334985

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

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

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

Bivariate and higher-order terms in models of international equity returns

Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 17 (2007) 7/9, pp. 725-737

Persistent link: https://www.econbiz.de/10003491225

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

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981