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Persistent link: https://www.econbiz.de/10012208386

The cointegration relationships among G-7 foreign exchange rates

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Economic interdependence and common stochastic trends : a comparative analysis between EMU and non-EMU stock markets

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European foreign exchange market efficiency : evidence based on crisis and non crisis periods

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A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market

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Heterogeneity in asset allocation decisions : empirical evidence from Switzerland

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Is integration I(d) applicable to observed economics and finance time series?

McCauley, Joseph L.; Bassler, Kevin E.; Gunaratne, Gemunu H. - In: International review of financial analysis 18 (2009) 3, pp. 101-108

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The dynamics of the Monday effect in international stock indices

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Regime switches between dividend and bond yields

Migiakis, Petros M.; Bekiris, Fivos V. - In: International review of financial analysis 18 (2009) 4, pp. 198-204

The relation between bond and equity returns serves as a proxy for estimating the premia investors' demand on their equity portfolio holdings and assessing the substitution effects between the two markets. With this in mind, we examine empirically the co-movements and the underlying information...

Persistent link: https://www.econbiz.de/10003921096