Narrow search
Showing 1 - 10 of 38
Cover Image
Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till; Proaño Acosta, Christian; Wolters, Jürgen - In: Journal of banking & finance 106 (2019), pp. 568-591
Persistent link: https://www.econbiz.de/10012224351
Cover Image
Price bubbles of agricultural commodities : evidence from China's futures market
Chen, Zhuo; Yan, Bo; Kang, Hanwen - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 195-222
Persistent link: https://www.econbiz.de/10014226282
Cover Image
An econometric analysis of emission allowance prices
Paolella, Marc S.; Taschini, Luca - In: Journal of banking & finance 32 (2008) 10, pp. 2022-2032
Persistent link: https://www.econbiz.de/10003778574
Cover Image
Nonlinear mean reversion in stock prices
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Cover Image
Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri - In: Journal of banking & finance 37 (2013) 9, pp. 3351-3363
Persistent link: https://www.econbiz.de/10010126425
Cover Image
Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
McInish, Thomas H. - In: Journal of banking & finance 15 (1991) 1, pp. 193-206
Persistent link: https://www.econbiz.de/10001100942
Cover Image
The intervalling effect bias in beta : a note
Corhay, Albert - In: Journal of banking & finance 16 (1992) 1, pp. 61-73
Persistent link: https://www.econbiz.de/10001330027
Cover Image
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Cover Image
A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de - In: Journal of banking & finance 16 (1992) 1, pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
Cover Image
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485
Persistent link: https://www.econbiz.de/10012819475