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Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
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Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
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A nonparametric study of real exchange rate persistence over a century
Kim, Hyeongwoo; Ryu, Deockhyun - In: International review of economics & finance : IREF 37 (2015), pp. 406-418
Persistent link: https://www.econbiz.de/10011542192
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A nonparametric model of financial system and economic growth
Mishra, Sagarika; Narayan, Paresh Kumar - In: International review of economics & finance : IREF 39 (2015), pp. 175-191
Persistent link: https://www.econbiz.de/10011572430
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Does the US current account show a symmetric behavior over the business cycle?
Duncan, Roberto - In: International review of economics & finance : IREF 41 (2016), pp. 202-219
Persistent link: https://www.econbiz.de/10011624701
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Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano; Khanom, Najrin - In: International review of economics & finance : IREF 82 (2022), pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
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A semi-parametric study on dynamic linkages among international real interest rates
You, Zhongyuan; Goodwin, Barry K.; Guney, Selin - In: International review of economics & finance : IREF 86 (2023), pp. 215-229
Persistent link: https://www.econbiz.de/10014431312
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Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng; Xu, Yixiong; Yuan, Di - In: International review of economics & finance : IREF 89 (2024) 1, pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
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Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M. - In: Applied financial economics 5 (1995) 3, pp. 139-150
Persistent link: https://www.econbiz.de/10001185273