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A note on gravity models and international investment patterns

Pericoli, F. M.; Pierucci, E.; Ventura, Luigi - In: Applied financial economics 24 (2014) 19/21, pp. 1393-1400

Persistent link: https://www.econbiz.de/10010460133

Revisiting East Asian exchange rates : the same spirit under a different sky

Payaslioglu, Cem - In: Applied financial economics 18 (2008) 13/15, pp. 1263-1276

Persistent link: https://www.econbiz.de/10003760267

Sources of exchange rate fluctuations : empirical evidence from six emerging market countries

Chowdhury, Ibrahim S. - In: Applied financial economics 14 (2004) 10, pp. 697-705

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Stock return dynamics and stock market interdependencies

Tsouma, Ekaterini - In: Applied financial economics 17 (2007) 10/12, pp. 805-825

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The Lunar Moon Festival and the dark side of the moon

Kuo, Jing-ming; Coakley, Jerry; Wood, Andrew - In: Applied financial economics 20 (2010) 19/21, pp. 1565-1575

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Tranquil and crisis windows, heteroscedasticity, and contagion measurement : MS-VAR application of the DCC procedure

Pontines, Victor; Siregar, Reza Yamora - In: Applied financial economics 19 (2009) 7/9, pp. 745-752

The key objective of this study is to show that two potential shortcomings of the Determinant of Change in Covariance (DCC) matrix procedure of Rigobon (2003), namely with the arbitrary determination of the windows, i.e. tranquil and crisis periods and the violation of its heteroscedasticity...

Persistent link: https://www.econbiz.de/10003842735