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Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Belke, Ansgar; Beckmann, Joscha - In: Journal of banking & finance 54 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011377829
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The information content of Eonia swap rates before and during the financial crisis
Hernandis, Lucía; Torró, Hipòlit - In: Journal of banking & finance 37 (2013) 12, pp. 5316-5328
Persistent link: https://www.econbiz.de/10010343723
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Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
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Real and monetary convergence between the European Union's core and recent member countries : a rolling cointegration approach
Brada, Josef C.; Kutan, Ali Mustafa; Zhou, Su - In: Journal of banking & finance 29 (2005) 1, pp. 249-270
Persistent link: https://www.econbiz.de/10002441407
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On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano; Ranaldo, Angelo; Santucci de … - In: Journal of banking & finance 37 (2013) 12, pp. 5132-5146
Persistent link: https://www.econbiz.de/10010342761
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Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
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No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - In: Journal of banking & finance 37 (2013) 2, pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
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Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino; Pozzi, Lorenzo - In: Journal of banking & finance 37 (2013) 2, pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
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Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D. - In: Journal of banking & finance 39 (2014), pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
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A spatial analysis of international stock market linkages
Asgharian, Hossein; Hess, Wolfgang; Liu, Lu - In: Journal of banking & finance 37 (2013) 12, pp. 4738-4754
Persistent link: https://www.econbiz.de/10010342237