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Modelling heavy tails and skewness in film returns

Walls, W. David - In: Applied financial economics 15 (2005) 17, pp. 1181-1188

Persistent link: https://www.econbiz.de/10003228768

Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches

Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611

Persistent link: https://www.econbiz.de/10003800185

Long range dependence in Stock market returns

Christodoulou-Volos, Christos; Siokis, Fotios M. - In: Applied financial economics 16 (2006) 18, pp. 1331-1338

Persistent link: https://www.econbiz.de/10003397226

The volatility effects of nontrading for stock market returns

VanderWeele, Tyler J. - In: Applied financial economics 17 (2007) 13/15, pp. 1037-1041

Persistent link: https://www.econbiz.de/10003590364

Equity returns of financial institutions and the pricing of interest rate risk

Staikouras, Sotiris K. - In: Applied financial economics 15 (2005) 7, pp. 499-508

Persistent link: https://www.econbiz.de/10002738640

Combining analysts' forecasts with causal model forecasts of earnings growth

Terregrossa, Salvatore J. - In: Applied financial economics 9 (1999) 2, pp. 143-153

Persistent link: https://www.econbiz.de/10001454302

Cost and profit efficiency in the Spanish banking sector (1985 - 1996) : a non-parametric approach

Maudos, Joaquín; Pastor, José Manuel - In: Applied financial economics 13 (2003) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001725701

A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period : a behavioural perspective

Lin, Hsiou-Wei; Tai, Yun Chiang - In: Applied financial economics 19 (2009) 13/15, pp. 1223-1237

In this article, the nonparametric threshold autoregressive model for the Covered Interest Rate Parity (CIP) deviation is proposed. We provide a threshold estimation under the general equilibrium framework. The Keynes-Einzig conjecture based on market observation is verified. Within thresholds,...

Persistent link: https://www.econbiz.de/10003886033

Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications

Kalda, Ankit; Siddiqui, Sikandar - In: Applied financial economics 23 (2013) 7/9, pp. 671-684

Persistent link: https://www.econbiz.de/10009750636

Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis

Davradakis, Emmanuel - In: Applied financial economics 15 (2005) 7, pp. 439-446

Persistent link: https://www.econbiz.de/10002738621

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