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Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit; Siddiqui, Sikandar - In: Applied financial economics 23 (2013) 7/9, pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
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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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Liberalized emerging markets and the world economy : testing for increased integration with time-varying volatility
Hatemi-J, Abdulnasser; Morgan, Bryan - In: Applied financial economics 17 (2007) 13/15, pp. 1245-1250
Persistent link: https://www.econbiz.de/10003590623
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Forecasting the term structure of interest rates for Turkey : a factor analysis approach
Alper, C. Emre; Kazimov, K.; Akdemir, A. - In: Applied financial economics 17 (2007) 1/3, pp. 77-85
Persistent link: https://www.econbiz.de/10003427011
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Behavioral and fundamental explanations of discounts on closed end funds : an empirical analysis
Halkos, George E.; Krintas, Theodore N. - In: Applied financial economics 16 (2006) 5, pp. 395-404
Persistent link: https://www.econbiz.de/10003289285
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Portfolio diversification : a factor analysis approach
Hui, Tak-kee - In: Applied financial economics 15 (2005) 12, pp. 821-834
Persistent link: https://www.econbiz.de/10003070644
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A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period : a behavioural perspective
Lin, Hsiou-Wei; Tai, Yun Chiang - In: Applied financial economics 19 (2009) 13/15, pp. 1223-1237
is proposed. We provide a threshold estimation under the general equilibrium framework. The Keynes-Einzig conjecture … the aggregated data are used. Outside thresholds, the random process is shown from our general equilibrium estimation. Our … and the directionless moving as the threshold is reached. Behind our estimation, it shows that the threshold forms a new …
Persistent link: https://www.econbiz.de/10003886033
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Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Davradakis, Emmanuel - In: Applied financial economics 15 (2005) 7, pp. 439-446
Persistent link: https://www.econbiz.de/10002738621
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Long range dependence in Stock market returns
Christodoulou-Volos, Christos; Siokis, Fotios M. - In: Applied financial economics 16 (2006) 18, pp. 1331-1338
Persistent link: https://www.econbiz.de/10003397226
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Cost and profit efficiency in the Spanish banking sector (1985 - 1996) : a non-parametric approach
Maudos, Joaquín; Pastor, José Manuel - In: Applied financial economics 13 (2003) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001725701