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~isPartOf:"Journal of international money and finance"
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Volatility
232
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Journal of international money and finance
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1,333
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1,189
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ECONIS (ZBW)
428
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1
Return and
volatility
linkages between the US and the German stock market
Baur, Dirk
;
Jung, Robert
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 598-613
Persistent link: https://www.econbiz.de/10003336485
Saved in:
2
Global regional sources of risk in equity markets : evidence from factor models with time-varying conditional skewness
Hashmi, Aamir R.
;
Tay, Anthony S. A.
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 430-453
Persistent link: https://www.econbiz.de/10003442014
Saved in:
3
The crisis in the foreign exchange market
Melvin, Michael
;
Taylor, Mark P.
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1317-1330
Persistent link: https://www.econbiz.de/10003929178
Saved in:
4
Shareholder composition, share turnover, and returns in volatile markets : the case of international REITs
Brounen, Dirk
;
Kok, Nils
;
Ling, David C.
- In:
Journal of international money and finance
31
(
2012
)
7
,
pp. 1867-1889
Persistent link: https://www.econbiz.de/10009696563
Saved in:
5
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
Saved in:
6
Economic freedom and the stability of stock prices : a cross-country analysis
Blau, Benjamin
;
Brough, Tyler J.
;
Thomas, Diana Weinert
- In:
Journal of international money and finance
41
(
2014
),
pp. 182-196
Persistent link: https://www.econbiz.de/10010338699
Saved in:
7
Inter-regional and region-specific transmission of international stock market returns : the role of foreign information
Ibrahim, Boulis Maher
;
Brzeszczyński, Janusz
- In:
Journal of international money and finance
28
(
2009
)
2
,
pp. 322-343
Persistent link: https://www.econbiz.de/10003817217
Saved in:
8
Orthogonalized regressors and spurious precision, with an application to currency exposures
Liu, Fang
;
Sercu, Piet
;
Vandebroek, Martina
- In:
Journal of international money and finance
51
(
2015
),
pp. 245-263
Persistent link: https://www.econbiz.de/10011475260
Saved in:
9
Emerging market local currency bond yields and foreign holdings : a fortune or misfortune?
Ebeke, Christian
;
Lu, Yinqiu
- In:
Journal of international money and finance
59
(
2015
),
pp. 203-219
Persistent link: https://www.econbiz.de/10011478334
Saved in:
10
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
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