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McMillan, David G.
12
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7
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3
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Applied financial economics
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1,625
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1,520
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1,488
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1,320
Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of political economy
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Discussion paper
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828
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1
A study on the
volatility
forecast of the US housing market in the 2008 crisis
Li, Kui-wai
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1869-1880
Persistent link: https://www.econbiz.de/10009719324
Saved in:
2
Risk-return relationships and asymmetric adjustment in the UK housing market
Morley, Bruce
;
Thomas, Dennis A.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 735-742
Persistent link: https://www.econbiz.de/10009231598
Saved in:
3
Persistence in the return and
volatility
of home price indices
Elder, John
;
Villupuram, Sriram
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1855-1868
Persistent link: https://www.econbiz.de/10009719326
Saved in:
4
Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas
;
Emekter, Riza
;
Lee, Unro
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
Saved in:
5
Investigating asymmetry in US stock market indexes : evidence from a stochastic
volatility
model
Cappuccio, Nunzio
;
Lubian, Diego
;
Raggi, Davide
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 479-490
Persistent link: https://www.econbiz.de/10003335022
Saved in:
6
Intraday characteristics of stock price crashes
Ammann, Manuel
;
Kessler, Stephan
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
Saved in:
7
International linkages of the Chinese stock exchange : a multivariate GARCH analysis
Li, Hong
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 285-297
Persistent link: https://www.econbiz.de/10003445979
Saved in:
8
A TARCH examination of the return
volatility
-volume relationship in electricity futures
Hadsell, Lester
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 893-901
Persistent link: https://www.econbiz.de/10003377843
Saved in:
9
Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio
;
Beltratti, Andrea
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
Saved in:
10
The
volatility
effects of nontrading for stock market returns
VanderWeele, Tyler J.
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1037-1041
Persistent link: https://www.econbiz.de/10003590364
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