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Faff, Robert W.
6
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ECONIS (ZBW)
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1
Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
Pérez Rodríguez, Jorge V.
;
Torra, Salvador
;
Andrada …
- In:
Applied financial economics
15
(
2005
)
14
,
pp. 963-975
Persistent link: https://www.econbiz.de/10003177465
Saved in:
2
Idiosyncratic risk and expected returns : a
panel
data model with random effects
Wang, Mu-Shun
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
Saved in:
3
On the relationship between nominal exchange rates and domestic and foreign prices
Payá, Ivan
;
Peel, David
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 105-117
Persistent link: https://www.econbiz.de/10003427020
Saved in:
4
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
5
Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki
- In:
Applied financial economics
16
(
2006
)
17
,
pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
Saved in:
6
Nonlinear mean-reversion in Southeast Asian real exchange rates
Choi, Doo-yull
;
Kim, Bonghan
;
Kim, See-won
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1409-1421
Persistent link: https://www.econbiz.de/10009356140
Saved in:
7
New evidence of the expectation hypothesis of interest rates : a flexible nonlinear approach
Mili, Medhi
;
Sahut, Jean-Michel
;
Teulon, Fredéric
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009419561
Saved in:
8
What is the shape of real exchange rate nonlinearity?
Norman, Stephen
;
Phillips, Kerk Layne
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 363-375
Persistent link: https://www.econbiz.de/10009718917
Saved in:
9
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
10
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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