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Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min; Jung, Hojin - In: Economic modelling 64 (2017), pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
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Convertible bonds with resettable conversion prices
Qiu, Junfeng; Zhang, Yongli - In: Economic modelling 31 (2013), pp. 198-205
Persistent link: https://www.econbiz.de/10009729140
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Decomposing and valuing convertible bonds : a new method based on exotic options
Feng, Yun; Huang, Bing-hua; Young, Martin R.; Zhou, Qi-yuan - In: Economic modelling 47 (2015), pp. 193-206
Persistent link: https://www.econbiz.de/10011439095
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Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François - In: Economic modelling 29 (2012) 4, pp. 1505-1514
Persistent link: https://www.econbiz.de/10009667309
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Financial development and energy consumption nexus in Malaysia : a multivariate time series analysis
Islam, Faridul; Shahbaz, Muhammad; Ahmed, Ashraf U.; … - In: Economic modelling 30 (2013), pp. 435-441
Persistent link: https://www.econbiz.de/10009706901
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Towards the fundamentals of technical analysis : analysing the information content of high, low and close prices
Fiess, Norbert M.; MacDonald, Ronald - In: Economic modelling 19 (2002) 3, pp. 353-374
Persistent link: https://www.econbiz.de/10001662503
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Is the Korean economy export-driven?
Moosa, Imad A. - In: Economic modelling 15 (1998) 2, pp. 237-255
Persistent link: https://www.econbiz.de/10001247641
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo; Romeu, Andres; Ruiz Marín, Manuel - In: Economic modelling 94 (2021), pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
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Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca; Triacca, Umberto - In: Economic modelling 33 (2013), pp. 120-125
Persistent link: https://www.econbiz.de/10010192026