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Jackson, John D.; Thompson, Henry; Zheng, Juliet - In: Applied financial economics 15 (2005) 11, pp. 757-764

Persistent link: https://www.econbiz.de/10003016838

The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415

This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...

Persistent link: https://www.econbiz.de/10003963313

Firm-specific characteristics and the timing of foreign direct investment projects

Raff, Horst; Ryan, Michael - 2006

This paper uses a proportional hazard model to study foreign direct investment by Japanese manufacturers in Europe …

Persistent link: https://www.econbiz.de/10010264039

An alternative test for weak form efficiency based on technical analysis

Loh, Elaine Y. L. - In: Applied financial economics 17 (2007) 10/12, pp. 1003-1012

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Estimation of value-at-risk under jump dynamics and asymmetric information

Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106

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Meltdown of 1987 and meteor showers among Pacific-Basin stock markets

Choudhry, Taufiq - In: Applied financial economics 10 (2000) 1, pp. 71-80

Persistent link: https://www.econbiz.de/10001525808

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Hedging downside risk with futures contracts

Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: Applied financial economics 10 (2000) 2, pp. 163-170

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Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share

Guerard, John Baynard (contributor) - In: Applied financial economics 5 (1995) 2, pp. 113-119

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A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages

Masih, Abdul Mansur M. - In: Applied financial economics 7 (1997) 1, pp. 59-74

Persistent link: https://www.econbiz.de/10001219239