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Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman R. - In: Applied financial economics 21 (2011) 1/3, pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
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Forward foreign exchange rates and expected future spot rates
Wolff, Christiaan Cornelis Petrus - In: Applied financial economics 10 (2000) 4, pp. 371-377
Persistent link: https://www.econbiz.de/10001526313
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Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
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A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
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Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share
Guerard, John Baynard (contributor) - In: Applied financial economics 5 (1995) 2, pp. 113-119
Persistent link: https://www.econbiz.de/10001181317
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Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: Applied financial economics 23 (2013) 19/21, pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
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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
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Macroeconomic determinants of long-term stock market comovements among major EMS countries
Cheung, Yin-Wong; Lai, Kon S. - In: Applied financial economics 9 (1999) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001363842