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Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil; Holmes, Mark J.; Oya, Kosuke - In: Applied financial economics 24 (2014) 4/6, pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
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What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model
Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 4/6, pp. 463-488
Persistent link: https://www.econbiz.de/10003828825
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The effect on the Swedish real economy of the financial crisis
Österholm, Pär - In: Applied financial economics 20 (2010) 4/6, pp. 265-274
This article investigates the effects of the financial crisis on the Swedish real economy. In order to do this, an index which describes the financial conditions of the Swedish economy is developed. The index indicates that domestic Swedish financial conditions have deteriorated substantially...
Persistent link: https://www.econbiz.de/10003963103
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The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
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Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach
Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Applied financial economics 21 (2011) 22/24, pp. 1831-1841
Persistent link: https://www.econbiz.de/10009384755
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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Measuring mutual fund asymmetric performance in changing market conditions : evidence from a Bayesian threshold model
Wu, Chih-chiang - In: Applied financial economics 21 (2011) 16/18, pp. 1185-1204
Persistent link: https://www.econbiz.de/10009348312
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Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam; Collet, Jérôme - In: Applied financial economics 18 (2008) 7/9, pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
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What determines the speed of adjustment to the target capital structure?
Drobetz, Wolfgang; Wanzenried, Gabrielle - In: Applied financial economics 16 (2006) 13, pp. 941-958
Persistent link: https://www.econbiz.de/10003377848
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Financial deeping and business cycle volatility in Korea
Hwang, Jinyoung; Lee, Jong-Han - In: Applied financial economics 23 (2013) 19/21, pp. 1693-1700
Persistent link: https://www.econbiz.de/10010260182