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Approriate lag specification for daily responses of international stock markets
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Applied financial economics 14 (2004) 14, pp. 1017-1025
Persistent link: https://www.econbiz.de/10002377754
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Cross-border banking and transmission mechanisms in Europe : evidence from German data
Buch, Claudia M. - In: Applied financial economics 14 (2004) 16, pp. 1137-1149
Persistent link: https://www.econbiz.de/10002408911
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Stock market integration : evidence on price integration and return convergence
Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429
Persistent link: https://www.econbiz.de/10001671114
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Cointegrating behaviour between spot and forward exchange rates
McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
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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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Seasonal cointegration analysis for German M3 money demand
Herwartz, Helmut; Reimers, Hans-Eggert - In: Applied financial economics 13 (2003) 1, pp. 71-78
Persistent link: https://www.econbiz.de/10001754247