Narrow search
Showing 1 - 10 of 367
Cover Image
Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
Cover Image
Is the 52-week high effect as strong as momentum? : evidence from developed and emerging market indices
Bornholt, Graham; Malin, Mirela - In: Applied financial economics 21 (2011) 16/18, pp. 1369-1379
Persistent link: https://www.econbiz.de/10009348268
Cover Image
Stock return dynamics and stock market interdependencies
Tsouma, Ekaterini - In: Applied financial economics 17 (2007) 10/12, pp. 805-825
Persistent link: https://www.econbiz.de/10003537547
Cover Image
Forecasting capital flows to emerging markets : a Kalman filtering approach
Mody, Ashoka; Taylor, Mark P.; Kim, Jung Yeon - In: Applied financial economics 11 (2001) 6, pp. 581-589
Persistent link: https://www.econbiz.de/10001636199
Cover Image
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners
Roca, Eduardo D. - In: Applied financial economics 9 (1999) 5, pp. 501-511
Persistent link: https://www.econbiz.de/10001455005
Cover Image
Global financing conditions and sovereign debt yields of emerging market countries
İmer-Ertunga, Evrim - In: Applied financial economics 21 (2011) 4/6, pp. 207-215
Persistent link: https://www.econbiz.de/10009124624
Cover Image
A multi-country analysis of the temporary and permanent components of stock prices
Gallagher, Liam - In: Applied financial economics 9 (1999) 2, pp. 129-142
Persistent link: https://www.econbiz.de/10001454297
Cover Image
Do emerging financial markets react to monetary policy announcements? : Evidence from Poland
Serwa, Dobromił - In: Applied financial economics 16 (2006) 7, pp. 513-523
Persistent link: https://www.econbiz.de/10003320401
Cover Image
A test of the news model of stock price determination in an emerging market : the case of Kuwait
Moosa, Imad A.; Abduljader, Sulaiman al- - In: Applied financial economics 20 (2010) 4/6, pp. 397-405
Persistent link: https://www.econbiz.de/10003963280
Cover Image
The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415
This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...
Persistent link: https://www.econbiz.de/10003963313