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Information transmission between Eurocurrency and domestic interest rates : evidence from the UK
Yang, Jian - In: Applied financial economics 16 (2006) 9, pp. 675-685
Persistent link: https://www.econbiz.de/10003334979
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Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 16 (2006) 13, pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
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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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Pricing-to-market and the volatility of UK export prices
Lai, Baoying; Joseph, Nathan Lael - In: Applied financial economics 20 (2010) 16/18, pp. 1441-1460
Persistent link: https://www.econbiz.de/10009010921
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The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim - In: Applied financial economics 21 (2011) 7/9, pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
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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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Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
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Money market operations and short-term interest rate volatility in the United Kingdom
Wetherilt, Anne Vila - In: Applied financial economics 13 (2003) 10, pp. 701-719
Persistent link: https://www.econbiz.de/10001777210
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The leverage effect in the UK stock market
Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423
Persistent link: https://www.econbiz.de/10002708209
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Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 14 (2004) 4, pp. 253-263
Persistent link: https://www.econbiz.de/10001939280