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Macroeconomic determinants of long-term stock market comovements among major EMS countries
Cheung, Yin-Wong; Lai, Kon S. - In: Applied financial economics 9 (1999) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001363842
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The demand for international liquidity : a cointegration approach
Karfakis, Costas I. - In: Applied financial economics 7 (1997) 6, pp. 673-678
Persistent link: https://www.econbiz.de/10001240786
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Long memory in the Greek stock market
Barkoulas, John T.; Baum, Christopher F.; Travlos, … - In: Applied financial economics 10 (2000) 2, pp. 177-184
Persistent link: https://www.econbiz.de/10001526219
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Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman R. - In: Applied financial economics 21 (2011) 1/3, pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
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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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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo; Dionísio, Andreia - In: Applied financial economics 24 (2014) 4/6, pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
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The Mib30 index and futures relationship : econometric analysis and implications for hedging
Pattarin, Francesco; Ferretti, Riccardo - In: Applied financial economics 14 (2004) 18, pp. 1281-1289
Persistent link: https://www.econbiz.de/10002438188
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Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W. - In: Applied financial economics 23 (2013) 16/18, pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
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Short and long-run dependence in Swedish stock returns
Berg, Lennart; Lyhagen, Johan - In: Applied financial economics 8 (1998) 4, pp. 435-443
Persistent link: https://www.econbiz.de/10001363520