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Efficiency measurement of the English football Premier League with a random frontier model
Barros, Carlos Pestana; Garcia-del-Barrio, Pedro - In: Economic modelling 25 (2008) 5, pp. 994-1002
Persistent link: https://www.econbiz.de/10003800649
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Volatility in asset prices and long-run wealth effect estimates
Alexandre, Fernando; Baç~ao, Pedro; Gabriel, Vasco J. - In: Economic modelling 24 (2007) 6, pp. 1048-1064
Persistent link: https://www.econbiz.de/10003569086
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An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef; Dvořáková, Sylvie - In: Economic modelling 45 (2015), pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
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Has the structural break slowed down growth rates of stock markets?
Narayan, Paresh Kumar; Narayan, Seema; Mishra, Sagarika - In: Economic modelling 30 (2013), pp. 395-601
Persistent link: https://www.econbiz.de/10009708828
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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What are the effects of fiscal policy on asset markets?
Afonso, António; Sousa, Ricardo M. - In: Economic modelling 28 (2011) 4, pp. 1871-1890
Persistent link: https://www.econbiz.de/10009272401
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Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
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Volatility spillovers across European stock markets under the uncertainty of Brexit
Li, Hong - In: Economic modelling 84 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
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UK's stock market reaction to Brexit process : a tale of two halves
Shahzad, Khurram; Rubbaniy, Ghulame; Lensvelt, M. A. P. E. - In: Economic modelling 80 (2019), pp. 275-283
Persistent link: https://www.econbiz.de/10012200550
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The extent to which unbalanced schedules cause distortions in sports league tables
Lenten, Liam J. A. - In: Economic modelling 28 (2011) 1/2, pp. 451-458
Persistent link: https://www.econbiz.de/10009269910