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Spreads, information flows and transparency across trading systems
Kofman, Paul - In: Applied financial economics 7 (1997) 3, pp. 281-294
Persistent link: https://www.econbiz.de/10001227553
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Volatility spillovers across equity markets : European evidence
Kanas, Angelos - In: Applied financial economics 8 (1998) 3, pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
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Intraday volatility spillovers in the German equity index derivatives markets
Booth, G. Geoffrey; So, Raymond W. - In: Applied financial economics 13 (2003) 7, pp. 487-494
Persistent link: https://www.econbiz.de/10001770769
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong - In: Economics letters 83 (2004) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10001967528
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A two-factor model of the German term structure of interest rates
Cassola, Nuno; Luís, Jorge Barros - In: Applied financial economics 13 (2003) 11, pp. 783-806
Persistent link: https://www.econbiz.de/10001804426
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The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas - In: Applied financial economics 11 (2001) 3, pp. 299-315
Persistent link: https://www.econbiz.de/10001688787
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Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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09/11 on the USD/EUR foreign exchange market
Mende, Alexander - In: Applied financial economics 16 (2006) 3, pp. 213-222
Persistent link: https://www.econbiz.de/10003291879
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Liquidity and price volatility of cross-listed French stocks
Bayar, Asli; Önder, Zeynep - In: Applied financial economics 15 (2005) 15, pp. 1079-1094
Persistent link: https://www.econbiz.de/10003213401