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Disappearing anomalies : a dynamic analysis of the persistence of anomalies
Marquering, Wessel A.; Nisser, Johan; Valla, Toni - In: Applied financial economics 16 (2006) 4, pp. 291-302
Persistent link: https://www.econbiz.de/10003289217
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Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
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Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
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Explaining ther persistence of deviations from PPP : a non-linear Harrod-Balassa-Samuelson effect?
Sager, Michael - In: Applied financial economics 16 (2006) 1/2, pp. 41-61
Persistent link: https://www.econbiz.de/10003291782
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Testing for symmetry and proportionality in a European panel
Coakley, Jerry; Snaith, Stuart - In: Applied financial economics 16 (2006) 1/2, pp. 63-71
Persistent link: https://www.econbiz.de/10003291802
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The purchasing power parity puzzle : a sudden nonlinear perspective
Lahtinen, Marcus - In: Applied financial economics 16 (2006) 1/2, pp. 119-125
Persistent link: https://www.econbiz.de/10003291839
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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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Cointegrating behaviour between spot and forward exchange rates
McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
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Free trade agreements and equity market integration : the case of the US and Jordan
Maghyereh, Aktham I.; Al-Zuobi, Hiatham - In: Applied financial economics 15 (2005) 14, pp. 995-1005
Persistent link: https://www.econbiz.de/10003177481
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US monetary policy announcements and Irish stock market volatility
Bredin, Donal; Gavin, Caroline; O'Reilly, Gerard - In: Applied financial economics 15 (2005) 17, pp. 1243-1250
Persistent link: https://www.econbiz.de/10003228797