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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
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Financial markets can go mad : evidence of irrational behaviour during the South Sea Bubble
Dale, Richard; Johnson, Johnnie E. V.; Tang, Leilei - In: The economic history review : a journal of economic and … 58 (2005) 2, pp. 233-271
Persistent link: https://www.econbiz.de/10002779066
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Riding a wave : the Company's role in the South Sea Bubble
Kleer, Richard A. - In: The economic history review : a journal of economic and … 68 (2015) 1, pp. 264-285
Persistent link: https://www.econbiz.de/10011344702
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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
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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
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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
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Short- and long-term links among European and US stock markets
Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001363833
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Empirical evidence on the time-series behaviour of stock and bond prices in the inter-war period
Peel, David - In: Applied financial economics 3 (1993) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10001145272
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Forecasting UK stock prices
Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
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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