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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Oxford economic papers"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~isPartOf:"The journal of economic history"
~subject:"ARCH model"
~subject:"Großbritannien"
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Großbritannien
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Applied financial economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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1,002
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The banker : global financial intelligence
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British tax review
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CESifo working papers
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The political quarterly : PQ
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Public administration : an international quarterly
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1
Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
2
Innovations, debts, and
bubbles
: international integration of financial markets in Western Europe, 1688 - 1720
Schubert, Eric S.
- In:
The journal of economic history
48
(
1988
)
2
,
pp. 299-306
Persistent link: https://www.econbiz.de/10001053338
Saved in:
3
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
- In:
Scottish journal of political economy : the journal of …
55
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003742974
Saved in:
4
Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-voon
;
Hamzah, …
- In:
Economic modelling
35
(
2013
),
pp. 634-642
Persistent link: https://www.econbiz.de/10010336732
Saved in:
5
Has the structural break slowed down growth rates of stock markets?
Narayan, Paresh Kumar
;
Narayan, Seema
;
Mishra, Sagarika
- In:
Economic modelling
30
(
2013
),
pp. 395-601
Persistent link: https://www.econbiz.de/10009708828
Saved in:
6
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
Saved in:
7
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
8
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
9
Forecasting UK stock prices
Jung, Chulho
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
Saved in:
10
Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C.
- In:
Scottish journal of political economy : the journal of …
38
(
1991
)
3
,
pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
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