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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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Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc - In: Applied financial economics 7 (1997) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
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The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut; Petitjean, Mikael - In: Applied financial economics 21 (2011) 13/15, pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
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Testing for cointegration between international stock prices
Ahlgren, Niklas; Antell, Jan - In: Applied financial economics 12 (2002) 12, pp. 851-861
Persistent link: https://www.econbiz.de/10001724679
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Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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Liquidity and price volatility of cross-listed French stocks
Bayar, Asli; Önder, Zeynep - In: Applied financial economics 15 (2005) 15, pp. 1079-1094
Persistent link: https://www.econbiz.de/10003213401
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The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas - In: Applied financial economics 11 (2001) 3, pp. 299-315
Persistent link: https://www.econbiz.de/10001688787
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Volatility spillovers across equity markets : European evidence
Kanas, Angelos - In: Applied financial economics 8 (1998) 3, pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
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The world price of exchange risk in the Pacific Basin equity markets
Chou, Peter Shyan-rong; Jan, Yin-ching; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370
Persistent link: https://www.econbiz.de/10001688812