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An empirical test of Peruvian...
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Finance research letters
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ECONIS (ZBW)
415
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1
Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
Finance research letters
24
(
2018
),
pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
Saved in:
2
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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3
Terrorism and oil markets : a cross-sectional evaluation
Orbaneja, José R. Valdivia
;
Iyer, Subramanian Rama
; …
- In:
Finance research letters
24
(
2018
),
pp. 42-48
Persistent link: https://www.econbiz.de/10011982456
Saved in:
4
Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan
;
Shenghong, Li
- In:
Finance research letters
24
(
2018
),
pp. 49-55
Persistent link: https://www.econbiz.de/10011982461
Saved in:
5
The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
Fang, Libing
;
Chen, Baizhu
;
Yu, Honghai
;
Xiong, Cheng
- In:
Finance research letters
24
(
2018
),
pp. 56-63
Persistent link: https://www.econbiz.de/10011982466
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6
Innovative efficiency and stock returns : should we care about nonlinearity?
Basse Mama, Houdou
- In:
Finance research letters
24
(
2018
),
pp. 81-89
Persistent link: https://www.econbiz.de/10011982471
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7
A new approach to the analysis of monetary policy transmission through bank capital
Cantero Sáiz, María
;
Sanfilippo Azofra, Sergio
;
Torre …
- In:
Finance research letters
24
(
2018
),
pp. 95-104
Persistent link: https://www.econbiz.de/10011982488
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8
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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9
Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH
Blazsek, Szabolcs
;
Carrizo, Daniela
;
Eskildsen, Ricardo
; …
- In:
Finance research letters
24
(
2018
),
pp. 193-198
Persistent link: https://www.econbiz.de/10011982571
Saved in:
10
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John
;
Wohar, Mark E.
- In:
Finance research letters
25
(
2018
),
pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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