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International stock return predictability
Smith, Simon C. - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
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An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120
Persistent link: https://www.econbiz.de/10010459990
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Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach
Li, Haiqi; Kim, Myeong Jun; Park, Sung Y. - In: International review of financial analysis 44 (2016), pp. 217-225
Persistent link: https://www.econbiz.de/10011624000
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On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework
Oliveira, E. M. de; Cunha, Felipe Arias Fogliano de Souza; … - In: International review of financial analysis 70 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012317759
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Nonlinear market liquidity : an empirical examination
Chuliá, Helena; Mosquera-López, Stephania; Uribe, Jorge - In: International review of financial analysis 87 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014456381
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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War and stock markets : the effect of World War Two on the British stock market
Hudson, Robert; Urquhart, Andrew - In: International review of financial analysis 40 (2015), pp. 166-177
Persistent link: https://www.econbiz.de/10011475734
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market
Shah, Imran; Schmidt-Fischer, Francesca; Malki, Issam; … - In: International review of financial analysis 64 (2019), pp. 204-220
Persistent link: https://www.econbiz.de/10012208386
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Equity premium estimates from economic fundamentals under structural breaks
Smith, Simon C. - In: International review of financial analysis 52 (2017), pp. 49-61
Persistent link: https://www.econbiz.de/10011868696