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Persistence in UK share returns : some evidence from disaggregated data
MacDonald, Ronald - In: Applied financial economics 3 (1993) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10001145270
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Stochastic convergence of per capita carbon dioxide emissions and multiple structural breaks in OECD countries
Lee, Chien-chiang; Chang, Chun-Ping - In: Economic modelling 26 (2009) 6, pp. 1375-1381
Persistent link: https://www.econbiz.de/10003923573
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Unemployment hysteresis in OECD countries : centurial time series evidence with structural breaks
Lee, Chien-chiang; Chang, Chun-ping - In: Economic modelling 25 (2008) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10003724846
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Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang; Lee, Cheng-Feng; Lee, Chi-Chuan - In: Economic modelling 42 (2014), pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
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Dynamic modelling of real estate investment trusts and stock markets
Lee, Chien-chiang; Chien, Mei-Se; Lin, Tsoyu Calvin - In: Economic modelling 29 (2012) 2, pp. 395-407
Persistent link: https://www.econbiz.de/10009536806
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Dynamic Asian stock market convergence : evidence from dynamic cointegration analysis among China and ASEAN-5
Chien, Mei-Se; Lee, Chien-chiang; Hu, Te-Chung; Hu, Hui-Ting - In: Economic modelling 51 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011475851
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An empirical investigation of convergence among European equity markets
Fraser, Patricia - In: Applied financial economics 4 (1994) 2, pp. 149-157
Persistent link: https://www.econbiz.de/10001160474
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Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
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Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao; Ma, Feng; Zhang, Xuehua; Zhang, Yaojie - In: Economic modelling 87 (2020), pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
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Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146
Persistent link: https://www.econbiz.de/10012133635