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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Is there an empirical link between the dollar price of the euro and the monetary fundamentals?
Karfakis, Costas I. - In: Applied financial economics 16 (2006) 13, pp. 973-980
Persistent link: https://www.econbiz.de/10003377851
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Comparing U.S. and European market volatility responses to interest rate policy announcements
Krieger, Kevin; Mauck, Nathan; Vazquez, Joseph - In: International review of financial analysis 39 (2015), pp. 127-136
Persistent link: https://www.econbiz.de/10011573113
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Common stochastic volatility trends in international stock returns
Dao, Chi-Mai; Wolters, Jürgen - In: International review of financial analysis 17 (2008) 3, pp. 431-445
Persistent link: https://www.econbiz.de/10003764415
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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 7/9, pp. 671-681
Persistent link: https://www.econbiz.de/10003491214
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Bivariate and higher-order terms in models of international equity returns
Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 17 (2007) 7/9, pp. 725-737
Persistent link: https://www.econbiz.de/10003491225
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Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10/12, pp. 837-853
Persistent link: https://www.econbiz.de/10003538009
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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
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Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089