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The real effects of asset market bubbles : loan- and firm-level evidence of a lending channel
Gan, Jie - In: The review of financial studies 20 (2007) 6, pp. 1941-1973
Persistent link: https://www.econbiz.de/10003621278
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Structural breaks in the real exchange rate adjustment mechanism
Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134
We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....
Persistent link: https://www.econbiz.de/10003825837
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Identifying information asymmetry in securities markets
Back, Kerry E.; Crotty, Kevin; Li, Tao - In: The review of financial studies 31 (2018) 6, pp. 2277-2325
Persistent link: https://www.econbiz.de/10011926624
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Are the Fama and French factors global or country specific?
Griffin, John M. - In: The review of financial studies 15 (2002) 3, pp. 783-803
Persistent link: https://www.econbiz.de/10001688871
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Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua - In: Applied financial economics 7 (1997) 6, pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
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The short-run wealth effects of foreign divestitures by UK firms
Coakley, Jerry; Thomas, Hardy; Wang, Hanmin - In: Applied financial economics 18 (2008) 1/3, pp. 173-184
Persistent link: https://www.econbiz.de/10003739034
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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - In: The review of financial studies 20 (2007) 3, pp. 651-707
Persistent link: https://www.econbiz.de/10003554618
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Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835
Persistent link: https://www.econbiz.de/10003537981
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Are there threshold effects in the stock price-dividend relation? : the case of the US stock market, 1871 - 2004
Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Applied financial economics 18 (2008) 18/21, pp. 1533-1537
Persistent link: https://www.econbiz.de/10003799959