Narrow search
Showing 1 - 10 of 10
Cover Image
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Cover Image
Intraday pattern in liquidity covariation : evidence from NYSE listed firms
Saad, Mohsen M.; Darrat, Ali F. - In: Applied financial economics 17 (2007) 10/12, pp. 913-919
Persistent link: https://www.econbiz.de/10003538069
Cover Image
The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Cover Image
Interactions between mortgage and other capital markets in the USA : has financial deregulation made a difference?
Darrat, Ali F.; Dickens, Ross N.; Al-Khazali, Osamah - In: Applied financial economics 16 (2006) 4, pp. 335-346
Persistent link: https://www.econbiz.de/10003289242
Cover Image
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Cover Image
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
Cover Image
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
Cover Image
Is US inflation low because the dollar value is high? : Some short- and long run evidence
Darrat, Ali F.; Chopin, Marc Colin Charles; Topuz, C. - In: Applied financial economics 13 (2003) 4, pp. 237-243
Persistent link: https://www.econbiz.de/10001748446
Cover Image
Why do US banks borrow from the Fed? : A fresh look at the 'reluctance' phenomenon
Darrat, Ali F.; Elkhal, Khaled; Banerjee, Gaurango; … - In: Applied financial economics 14 (2004) 7, pp. 477-484
Persistent link: https://www.econbiz.de/10002017115
Cover Image
On the relationships among real, monetary, and financial variables
Darrat, Ali F.; Dickens, Ross N. - In: Applied financial economics 9 (1999) 3, pp. 289-293
Persistent link: https://www.econbiz.de/10001454522