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Beta, size and returns : a study on the French Stock Exchange
Lilti, Jean-Jacques - In: Applied financial economics 8 (1998) 1, pp. 13-20
Persistent link: https://www.econbiz.de/10001240717
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Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas - In: Applied financial economics 23 (2013) 7/9, pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
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Time varying equity market beta as an index of financial openness?
Rizvi, S. K. A.; Naqvi, B.; Bordes, Christian - In: Applied financial economics 23 (2013) 10/12, pp. 921-928
Persistent link: https://www.econbiz.de/10009771021
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Selecting hedge ratio maximizing utility or adjusting portfolio's beta
Boveroux, Philippe; Minguet, Albert - In: Applied financial economics 9 (1999) 5, pp. 423-432
Persistent link: https://www.econbiz.de/10001454690
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Estimating the risk premium of swap spreads. : two econometric GARCH-based techniques
Castagnetti, Carolina - In: Applied financial economics 14 (2004) 2, pp. 93-104
Persistent link: https://www.econbiz.de/10001908577
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The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John - In: Applied financial economics 9 (1999) 3, pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
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Multistage investment, systematic risk premium and CAPM beta : empirical evidence from product development
Rzakhanov, Zaur - In: Applied financial economics 22 (2012) 10/12, pp. 777-790
Persistent link: https://www.econbiz.de/10009625083
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Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima; Shalit, Haim; Yosef, Rami - In: Applied financial economics 18 (2008) 13/15, pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
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The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi; Yang, Jack J. W. - In: Applied financial economics 18 (2008) 4/6, pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355