Narrow search
Showing 1 - 10 of 74
Cover Image
Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
Cover Image
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
Cover Image
Stocks and currencies : are they related?
Ong, Li Lian; Izan, H. Y. - In: Applied financial economics 9 (1999) 5, pp. 523-532
Persistent link: https://www.econbiz.de/10001455012
Cover Image
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
Cover Image
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
Cover Image
International correlation structure of financial market movements : the evidence from the UK and the US
Cheng, Arnold C. S. - In: Applied financial economics 8 (1998) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001240718
Cover Image
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
Cover Image
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
Cover Image
The monetary model of exchange rates revisited
Moosa, Imad A. - In: Applied financial economics 4 (1994) 4, pp. 279-287
Persistent link: https://www.econbiz.de/10001164677
Cover Image
Interest rate differentials, market integration, and the efficiency of commodity futures markets
Jumah, Adusei; Karbuz, Sohbet; Rünstler, Gerhard - In: Applied financial economics 9 (1999) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10001363845