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Dynamic betas for Canadian sector portfolios
He, Zhongzhi; Kryzanowski, Lawrence - In: International review of financial analysis 17 (2008) 5, pp. 1110-1122
Persistent link: https://www.econbiz.de/10003792448
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Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi; Zhu, Huiming; Hau, Liya - In: International review of financial analysis 71 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
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Forecasting the price of gold using dynamic model averaging
Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - In: International review of financial analysis 41 (2015), pp. 257-266
Persistent link: https://www.econbiz.de/10011508954
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The roles of past returns and firm fundamentals in driving US stock price movements
Hong, KiHoon; Wu, Eliza - In: International review of financial analysis 43 (2016), pp. 62-75
Persistent link: https://www.econbiz.de/10011623714
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A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni; Ioannidis, Christos; Miao, Rong Hui - In: International review of financial analysis 44 (2016), pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
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Oil price and stock market co-movement : what can we learn from time-scale approaches?
Ftiti, Zied; Guesmi, Khaled; Abid, Ilyes - In: International review of financial analysis 46 (2016), pp. 266-280
Persistent link: https://www.econbiz.de/10011582053
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Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
Karuppiah, Jeyanthi; Los, Cornelis Albertus - In: International review of financial analysis 14 (2005) 2, pp. 211-246
Persistent link: https://www.econbiz.de/10002738297
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Component structure for nonstationary time series : application to benchmark oil prices
Bhar, Ramaprasad; Hammoudeh, Shawkat; Thompson, Mark A. - In: International review of financial analysis 17 (2008) 5, pp. 971-983
Persistent link: https://www.econbiz.de/10003792334
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Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework
Holmes, Kathryn A.; Faff, Robert W. - In: International review of financial analysis 17 (2008) 5, pp. 998-1011
Persistent link: https://www.econbiz.de/10003792341
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Testing the evolving efficiency of Arab stock markets
Abdmoulah, Walid - In: International review of financial analysis 19 (2010) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10008668731