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Is the Australian Forex market efficient? : a test of the forward rate unbiasness hypothesis
Allen, David E.
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);
Taco, Paul
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)
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2007
Persistent link: https://www.econbiz.de/10003759978
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Hedging with interest rate caps compared with a policy of maintaining a balanced portfolio of loans (PLA) and averaging the borrowing costs
Allen, David E.
(
contributor
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Steyn, Quinten
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)
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2007
Persistent link: https://www.econbiz.de/10003759980
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3
Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
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Powell, Robert
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2008
Persistent link: https://www.econbiz.de/10003759999
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Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market
Allen, David E.
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Yang, Joey W.
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003760003
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Portfolio investment modeling using high frequency data
Allen, David E.
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2008
Persistent link: https://www.econbiz.de/10003760014
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A comparison of parametric and sampling approaches to portfolio investment selection using FTSE100 stocks
Allen, David E.
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2008
Persistent link: https://www.econbiz.de/10003760016
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7
The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
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Gao, Jiti
(
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); …
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2008
Persistent link: https://www.econbiz.de/10003760021
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Realized volatility uncertainty
Allen, David E.
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McAleer, Michael
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2008
Persistent link: https://www.econbiz.de/10003760022
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Real interest rates and inflation in Norway
Allen, David E.
(
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Mapfumba, Tinashe
(
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)
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2006
Persistent link: https://www.econbiz.de/10003330519
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Analysis and applications of autoregressive moving average models with stochastic variance
Peiris, Shelton
(
contributor
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Bhar, Ramprasad
(
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2006
Persistent link: https://www.econbiz.de/10003330567
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