Narrow search
Showing 1 - 10 of 60
Cover Image
Application of hidden Markov switching moving average model in the stock markets : theory and empirical evidence
Lin, Shih-kuei; Wang, Shin-yun; Tsai, Pei-ling - In: International review of economics & finance : IREF 18 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10003832730
Cover Image
Idiosyncratic risk matters! : a regime switching approach
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: International review of economics & finance : IREF 18 (2009) 1, pp. 132-141
Persistent link: https://www.econbiz.de/10003793728
Cover Image
Spillover effects and conditional dependence
Ané, Thierry; Labidi, Chiraz - In: International review of economics & finance : IREF 15 (2006) 4, pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
Cover Image
Utilizing financial market information in forecasting real growth, inflation and real exchange rate
Junttila, Juha; Korhonen, Marko - In: International review of economics & finance : IREF 20 (2011) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10009304125
Cover Image
The importance of using a test of weak-form market efficiency that does not require investigating the data first
Aumeboonsuke, Vesarach; Dryver, Arthur L. - In: International review of economics & finance : IREF 33 (2014), pp. 350-357
Persistent link: https://www.econbiz.de/10010532717
Cover Image
Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
Cover Image
Underinvestment and the design of performance-sensitive debt
Sarkar, Sudipto; Zhang, Chuanqian - In: International review of economics & finance : IREF 37 (2015), pp. 240-253
Persistent link: https://www.econbiz.de/10011542089
Cover Image
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.; Gharghori, Philip; Nguyen, Annette - In: International review of economics & finance : IREF 29 (2014), pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Cover Image
Capital structure and competitive position in product market
Mitani, Hidetaka - In: International review of economics & finance : IREF 29 (2014), pp. 358-371
Persistent link: https://www.econbiz.de/10010432346
Cover Image
Bank lending and the stock market's response to monetary policy shocks
Scharler, Johann - In: International review of economics & finance : IREF 17 (2008) 3, pp. 425-435
Persistent link: https://www.econbiz.de/10003749668