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The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
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Mean reversion in US and international short rates
Christiansen, Charlotte - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
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Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio; Valderrama, María Teresa - In: The North American journal of economics and finance : a … 21 (2010) 2, pp. 126-144
Persistent link: https://www.econbiz.de/10009267847
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
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How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 26 (2013), pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
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Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus; Krause, Jochen; Paolella, Marc S.; … - In: The North American journal of economics and finance : a … 26 (2013), pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
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Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187