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Predicting BRICS stock returns using ARFIMA models

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166

Persistent link: https://www.econbiz.de/10010418936

Stock price booms and expected capital gains

Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014

Persistent link: https://www.econbiz.de/10010363250

Structural breaks in volatility : the case of UK sector returns

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093

Persistent link: https://www.econbiz.de/10009317435

Learning in financial markets

Pástor, Ľuboš; Veronesi, Pietro - 2009

Persistent link: https://www.econbiz.de/10003807976

Stock returns and real activity : is there still a connection?

Binswanger, Mathias - In: Applied financial economics 10 (2000) 4, pp. 379-387

Persistent link: https://www.econbiz.de/10001526315

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