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Common stochastic trends and volatility in Asian-Pacific equity markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: Global finance journal 10 (1999) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10001493037
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Currency futures and the turn-of-month effect
Liano, Kartono - In: Global finance journal 6 (1995) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001189081
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Currency Futures and the Turn-of-Month Effect
Liano, Kartono; Kelly, G.Wayne - In: Global finance journal 6 (1995) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10007625759
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Common Stochastic Trends and Volatility in Asian Pacific Equity Markets - This paper uses Johansen's cointegration test and a modified cointegration test with GARCH effects to exam...
Pan, Ming-Shiun; Liu, Y.Angela; Roth, Herbert J. - In: Global finance journal 10 (1999) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10007682314