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Political administration effects and day-of-the-week effects in New Zealands's foreign exchange rate
Keef, Stephen P.; Roush, Melvin L. - In: Applied financial economics 13 (2003) 6, pp. 401-412
Persistent link: https://www.econbiz.de/10001770754
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Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
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Fundamental uncertainty and stock market volatility
Arnold, Ivo J. M.; Vrugt, Evert B. - In: Applied financial economics 18 (2008) 16/18, pp. 1425-1440
Persistent link: https://www.econbiz.de/10003779549
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Nonlinear bivariate comovements of asset prices : methodology, tests and applications
Corazza, Marco; Malliaris, Anastasios G.; Scalco, Elisa - In: Computational economics 35 (2010) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003934115
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Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex - In: Computational economics 37 (2011) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
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Equilibrium information acquisition, prediction abilities and asset prices
Guo, Wen-chung; Guu, Sy-Ming; Chang, Ting-yun - In: Computational economics 37 (2011) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10008902940
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New procedures for testing whether stock price processes are martingales
Takeuchi, Keiichi; Akimichi, Takemura; Kumon, Masayuki - In: Computational economics 37 (2011) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10008902941
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Is price behavior scaling and multiscaling in a dealer market? : perspectives from multi-agent based experiments
He, Ling-yun - In: Computational economics 36 (2010) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10008903144
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Does downside beta matter in asset pricing?
Pedersen, Christian S.; Hwang, Soosung - In: Applied financial economics 17 (2007) 10/12, pp. 961-978
Persistent link: https://www.econbiz.de/10003538091
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Heterogeneous speculators and asset price dynamics : further results from a one-dimensional discontinuous piecewise-linear map
Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank H. - In: Computational economics 38 (2011) 3, pp. 329-347
Persistent link: https://www.econbiz.de/10009357303