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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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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia; Craigwell, Roland C.; Doyle-Lowe, Michelle - In: Applied financial economics 23 (2013) 4/6, pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
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Forecasting Eurozone real-estate returns
Pierdzioch, Christian; Hartmann, Daniel - In: Applied financial economics 23 (2013) 13/15, pp. 1185-1196
Persistent link: https://www.econbiz.de/10010204784
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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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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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Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach
Chiang, Yi-chein; Liao, Tung Liang; Hsiao, Tse-an - In: Applied financial economics 21 (2011) 7/9, pp. 493-503
Persistent link: https://www.econbiz.de/10009153267
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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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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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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376