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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

Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis

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Persistent link: https://www.econbiz.de/10010391461

The volatility effects of nontrading for stock market returns

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

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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

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

Data snooping and the global accrual anomaly

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Persistent link: https://www.econbiz.de/10009624402

Post-crisis cost efficiency of Jamaican banks

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Asymmetric dynamics in UK real interest rates

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Persistent link: https://www.econbiz.de/10001671108

Estimating banks' equity duration : a panel cointegration approach

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180

Persistent link: https://www.econbiz.de/10003760234

The finance-specialization-growth nexus : evidence from OECD countries

Hahn, Franz R. - In: Applied financial economics 18 (2008) 4/6, pp. 255-265

Persistent link: https://www.econbiz.de/10003739087