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Economic cycles and expected stock returns
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10009784726
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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
Persistent link: https://www.econbiz.de/10003213436
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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
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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
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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
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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Monetary policy rules, asset prices and exchange rates
Chadha, Jagjit - 2003
Persistent link: https://www.econbiz.de/10013424350
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The "news" view of economic fluctuations : evidence from aggregate Japanese data and sectoral US data
Beaudry, Paul - 2005
Persistent link: https://www.econbiz.de/10013424649
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Macro shocks and the Japanese stock market
Huang, Ying; Guo, Feng - In: Applied financial economics 18 (2008) 16/18, pp. 1391-1400
Persistent link: https://www.econbiz.de/10003779508