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Modelling the effects of regulatory discretion : Carsberg vs Spottiswoode
Robinson, Terry A. - In: Applied financial economics 10 (2000) 2, pp. 117-121
Persistent link: https://www.econbiz.de/10001525824
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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
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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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What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
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Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
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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
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Trading activity and Nifty index futures volatility : an empirical analysis
Jena, Sangram Keshari; Dash, Ashutosh - In: Applied financial economics 24 (2014) 16/18, pp. 1167-1176
Persistent link: https://www.econbiz.de/10010418929
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Asia-Pacific banks risk exposures : pre and post the Asian financial crisis
Au Yong, Hue Hwa; Faff, Robert W. - In: Applied financial economics 18 (2008) 4/6, pp. 431-449
Persistent link: https://www.econbiz.de/10003739139
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Distribution of extreme changes in Asian currencies : tail index estimates and value-at-risk calculations
Aggarwal, Raj; Qi, Min - In: Applied financial economics 19 (2009) 13/15, pp. 1083-1102
This study examines the distribution of extreme values in daily currency changes for nine Asian countries. Using an improved estimator, extreme changes in Asian currencies can generally be represented by Frechet distributions. Our results are robust to the choice of the numeraire currency, the...
Persistent link: https://www.econbiz.de/10003886004
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Financial characteristics of banks involved in acquisitions : evidence from Asia
Pasiouras, Fotios; Gaganis, Chrysovalantis - In: Applied financial economics 17 (2007) 4/6, pp. 339-341
Persistent link: https://www.econbiz.de/10003446023