Narrow search
Showing 1 - 10 of 627
Cover Image
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Cover Image
Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole; Kutan, Ali Mustafa - In: Applied financial economics 13 (2003) 9, pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Cover Image
The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices
Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 19 (2009) 1/3, pp. 1-15
We compare the relative contribution of conditional mean and conditional volatility terms in vector autoregression … important in nonsynchronous domestic/world-ex-domestic series such as Japan/world-ex-Japan, where they account for 24% of the … increase in log-likelihood over an unconditional model, on average. Despite their increased prominence in the domestic/world …
Persistent link: https://www.econbiz.de/10003825780
Cover Image
A simple graphical method to explore tail-dependence in stock-return pairs
Abberger, Klaus - In: Applied financial economics 15 (2005) 1, pp. 43-51
Persistent link: https://www.econbiz.de/10002529598
Cover Image
Examining volatility spillover in Asian REIT markets
Lin, Pin-te - In: Applied financial economics 23 (2013) 22/24, pp. 1701-1705
Persistent link: https://www.econbiz.de/10010336274
Cover Image
Spreads, information flows and transparency across trading systems
Kofman, Paul - In: Applied financial economics 7 (1997) 3, pp. 281-294
Persistent link: https://www.econbiz.de/10001227553
Cover Image
Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia - In: Applied financial economics 7 (1997) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10001227557
Cover Image
Estimating skewness persistence in market returns
Sengupta, Jati K. - In: Applied financial economics 7 (1997) 5, pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
Cover Image
Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets
Clare, Andrew D. - In: Applied financial economics 7 (1997) 5, pp. 517-523
Persistent link: https://www.econbiz.de/10001229835
Cover Image
Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837