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The UK unemployment : long memory, seasonality and other implicit dynamics

Gil-Alaña, Luis A. - In: Economia internazionale 56 (2003) 3, pp. 323-335

Persistent link: https://www.econbiz.de/10001984767

Determinants of profitability in European manufacturing and services : evidence from a dynamic panel model

Goddard, John A.; Tavakoli, Manouche; Wilson, John O. S. - In: Applied financial economics 15 (2005) 18, pp. 1269-1282

Persistent link: https://www.econbiz.de/10003229102

UK unemployment dynamics : a fractionally cointegrated approach

Gil-Alaña, Luis A. - In: Economia internazionale 59 (2006) 1, pp. 33-50

Persistent link: https://www.econbiz.de/10003330750

Interdependence between the US and major European equity markets : evidence from spectral analysis

Asēmakopulos, Iōannēs; Goddard, John A.; … - In: Applied financial economics 10 (2000) 1, pp. 41-47

Persistent link: https://www.econbiz.de/10001525795

The relationship between the S&P 500 spot and futures indices : brothers or cousins?

Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412

Persistent link: https://www.econbiz.de/10003289287

Hedging with zero-value at risk hedge ratio

Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269

Persistent link: https://www.econbiz.de/10003291892

What drives the performance of cooperative financial institutions? : evidence for US credit unions

Goddard, John A.; McKillop, Donal G.; Wilson, John O. S. - In: Applied financial economics 18 (2008) 10/12, pp. 879-893

Persistent link: https://www.econbiz.de/10003739491

The stock market and the Fed

Mattesini, Fabrizio; Becchetti, Leonardo - In: Applied financial economics 19 (2009) 1/3, pp. 99-110

This article investigates the reaction of the Federal Reserve to developments in the stock market. The issue is analysed by first constructing an Index of Stock Price Misalignment (ISPM) in which the fundamental value of the stocks is computed on the basis of the discounted cash flow approach...

Persistent link: https://www.econbiz.de/10003825824

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

Market vs. analysts reaction : the effect of aggregate and firm-specific news

Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 17 (2007) 4/6, pp. 299-312

Persistent link: https://www.econbiz.de/10003446011