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Mean and variance equation dynamics : time deformation, GARCH, and a robust analysis of the London housing market
Cook, Steve; Watson, Duncan - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 304-318
Persistent link: https://www.econbiz.de/10011960361
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Threshold effects in credit risk and stress scenarios
Nunes, Tiago M. T.; Rodrigues, Paulo M. M. - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 393-407
Persistent link: https://www.econbiz.de/10009508857
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Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
Kim, Hyeyoen - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 337-346
Persistent link: https://www.econbiz.de/10009689481
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Analysis of distinct asymmetries in financial integration-growth nexus for industrial, emerging and developing countries
Yolcu Karadam, Duygu; Öcal, Nadir - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2326-2344
Persistent link: https://www.econbiz.de/10013184885
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Exchange rate pass-through to consumer prices in India : nonlinear evidence from a smooth transition model
Bhat, Javed Ahmad; Nain, Md Zulquar; Bhat, Sajad Ahmad - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 927-942
Persistent link: https://www.econbiz.de/10014469067
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Business cycle synchronization of the euro area with the new and negotiating member countries
Savva, Christos S.; Neanidis, Kyriakos C.; Osborn, Denise R. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 288-306
Persistent link: https://www.econbiz.de/10008702340
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The effect of a transaction tax on exchange rate volatility
Lanne, Markku; Vesala, Timo - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 123-133
Persistent link: https://www.econbiz.de/10008702361
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Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Shittu, … - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
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Disentangling crashes from tail events
Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219
Persistent link: https://www.econbiz.de/10011348417
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Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan; Giles, David E. A. - In: International journal of finance & economics : IJFE 20 (2015) 2, pp. 155-177
Persistent link: https://www.econbiz.de/10011348426