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Post-crisis cost efficiency of Jamaican banks
Daley, Jenifer; Matthews, Kent; Zhang, Tiantian - In: Applied financial economics 23 (2013) 19/21, pp. 1599-1607
Persistent link: https://www.econbiz.de/10010259757
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Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
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Foreign banks, profits, market power and efficiency in PICs : some evidence from Fiji
Sharma, Parmendra; Gounder, Neelesh; Xiang, Dong - In: Applied financial economics 23 (2013) 22/24, pp. 1733-1744
Persistent link: https://www.econbiz.de/10010336264
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Credit risk and efficiency in the European banking system : a three-stage analysis
Pastor, José Manuel - In: Applied financial economics 12 (2002) 12, pp. 895-911
Persistent link: https://www.econbiz.de/10001724752
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Productive efficiency, technological change and productivity in Portuguese banking
Mendes, Victor; Rebelo, João - In: Applied financial economics 9 (1999) 5, pp. 513-521
Persistent link: https://www.econbiz.de/10001455008
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Efficiency and technical change for Spanish banks
Lozano Vivas, Ana - In: Applied financial economics 8 (1998) 3, pp. 289-300
Persistent link: https://www.econbiz.de/10001244164
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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
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Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835
Persistent link: https://www.econbiz.de/10003537981
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Multivariate tests of asset pricing : simulation evidence from an emerging market
Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395
The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...
Persistent link: https://www.econbiz.de/10003963264
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Financial structure and economic growth : evidence from time series analyses
Arestis, Philip; Luintel, Ambika D.; Luintel, Kul Bahadur - In: Applied financial economics 20 (2010) 19/21, pp. 1479-1492
Persistent link: https://www.econbiz.de/10009011600