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Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.; Valera, Harold Glenn A.; Valera, … - In: International review of economics & finance : IREF 73 (2021), pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
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Let's take a smooth break : stock return predictability revisited
Luo, Shikong; Yan, Xinyan; Yang, Haoyi - In: International review of economics & finance : IREF 75 (2021), pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
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Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
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Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
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Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances : a panel VAR analysis
Adarov, Amat - In: International review of economics & finance : IREF 74 (2021), pp. 434-451
Persistent link: https://www.econbiz.de/10012792986
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Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung; Ranjbar, Omid; Jahangard, Fateme; Chang, … - In: International review of economics & finance : IREF 65 (2020), pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
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Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
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The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
Vides, José Carlos; Golpe, Antonio A.; Iglesias, Jesús - In: International review of economics & finance : IREF 69 (2020), pp. 124-137
Persistent link: https://www.econbiz.de/10012486490
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Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins; Gil-Alaña, Luis A.; … - In: International review of economics & finance : IREF 69 (2020), pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
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Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model
Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun; Yang, Xiaoguang - In: International review of economics & finance : IREF 72 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012671271