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Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
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On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.; Shittu, Olanrewaju I.; Yaya, … - In: Journal of international money and finance 40 (2014), pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
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Nominal shocks and real exchange rates : evidence from two centuries
Craighead, William D.; Tien, Pao-lin - In: Journal of international money and finance 56 (2015), pp. 135-157
Persistent link: https://www.econbiz.de/10011477885
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Hourly volatility spillovers between international equity markets
Susmel, Raul - In: Journal of international money and finance 13 (1994) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
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The sources of GARCH : empirical evidence from an intraday returns model incorporating systematic and unique risks
Laux, Paul A. - In: Journal of international money and finance 12 (1993) 5, pp. 543-560
Persistent link: https://www.econbiz.de/10001149590
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria - In: Journal of international money and finance 17 (1998) 3, pp. 441-453
Persistent link: https://www.econbiz.de/10001246598
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A search for long memory in international stock market returns
Cheung, Yin-Wong - In: Journal of international money and finance 14 (1995) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10001187507
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Money stock versus monetary base in time-frequency exchange rate determination
Funashima, Yoshito - In: Journal of international money and finance 104 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012395142
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Is the correlation in international equity returns constant, 1960 - 1990?
Longin, François M. - In: Journal of international money and finance 14 (1995) 1, pp. 3-26
Persistent link: https://www.econbiz.de/10001176825
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Regularities in volatility and the price of risk following large stock market movements in the US and Japan
Kane, Alex; Lehmann, Bruce Neal; Trippi, Robert R. - In: Journal of international money and finance 19 (2000) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001452585