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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq - In: Applied financial economics 10 (2000) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
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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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A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
Masih, Abdul Mansur M. - In: Applied financial economics 7 (1997) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001219239
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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 4, pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
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A comparison of short-term interest rate models : empirical tests of interest rate volatility
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 5, pp. 505-512
Persistent link: https://www.econbiz.de/10001363824
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Macro shocks and the Japanese stock market
Huang, Ying; Guo, Feng - In: Applied financial economics 18 (2008) 16/18, pp. 1391-1400
Persistent link: https://www.econbiz.de/10003779508
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Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan
Humpe, Andreas; Macmillan, Peter - In: Applied financial economics 19 (2009) 1/3, pp. 111-119
Persistent link: https://www.econbiz.de/10003825829
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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