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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi; Zheng, Chaowen - In: Finance research letters 25 (2018), pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
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Public capital and asset prices : time-series evidence from Japan
Hiraga, Kazuki; Kozuka, Masafumi; Miyazaki, Tomomi - In: Finance research letters 25 (2018), pp. 172-176
Persistent link: https://www.econbiz.de/10012003509
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How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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Dating the financial cycle with uncertainty estimates : a wavelet proposition
Ardila, Diego; Sornette, Didier - In: Finance research letters 19 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011657731
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Detecting structural changes using wavelets
Yazgan, Mustafa Ege; Özkan, Harun - In: Finance research letters 12 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011551751
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Long memory and the relation between options and stock prices
Huang, Teng-Ching; Tu, Yu-Chen; Chou, Heng-chih - In: Finance research letters 12 (2015), pp. 77-91
Persistent link: https://www.econbiz.de/10011552258
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Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan; Kumari, Swati; Song, Suyong - In: Finance research letters 12 (2015), pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
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Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
Neaime, Simon - In: Finance research letters 13 (2015), pp. 74-80
Persistent link: https://www.econbiz.de/10011552396