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A causal link between bond liquidity and stock returns
Anderson, Mike - In: Journal of empirical finance 44 (2017), pp. 190-208
Persistent link: https://www.econbiz.de/10011818019
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Is there a symmetric nonlinear causal relationship between large and small firms?
Francis, Bill B.; Mougoué, Mbodja; Panchenko, Valentyn - In: Journal of empirical finance 17 (2010) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10003943922
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Testing for spurious causality in exchange rates
Renault, Eric - In: Journal of empirical finance 5 (1998) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10001241969
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Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun; Dufour, Jean-Marie; Galbraith, John W. - In: Journal of empirical finance 36 (2016), pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
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Estimation and model-based combination of causality networks among large US banks and insurance companies
Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, … - In: Journal of empirical finance 54 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012174814
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A Bayesian view of temporary components in asset prices
Eraker, Bjørn - In: Journal of empirical finance 15 (2008) 3, pp. 503-517
Persistent link: https://www.econbiz.de/10003759567
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Structural models of corporate bond pricing with maximum likelihood estimation
Li, Ka Leung; Wong, Hoi Ying - In: Journal of empirical finance 15 (2008) 4, pp. 751-777
Persistent link: https://www.econbiz.de/10003759769
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Asset pricing models with errors-in-variables
Carmichael, Benoît; Coën, Alain - In: Journal of empirical finance 15 (2008) 4, pp. 778-788
Persistent link: https://www.econbiz.de/10003759770
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An inquiry into the economic fundamentals of the Fama and French equity factors
Simpson, Marc W.; Ramchander, Sanjay - In: Journal of empirical finance 15 (2008) 5, pp. 801-815
Persistent link: https://www.econbiz.de/10003776350
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Specification tests of asset pricing models using excess returns
Kan, Raymond; Robotti, Cesare - In: Journal of empirical finance 15 (2008) 5, pp. 816-838
Persistent link: https://www.econbiz.de/10003776354