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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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Has the equity premium been low for 40 years?
Buranavityawut, Nonthipoth; Freeman, Mark C.; Freeman, Nisih - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 191-205
Persistent link: https://www.econbiz.de/10003334341
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Cross-border restaurant price and exchange rate interactions
Fullerton, Thomas M.; Fierro, Karen P.; Villalobos, Emmanuel - In: The North American journal of economics and finance : a … 20 (2009) 3, pp. 281-288
Persistent link: https://www.econbiz.de/10003956526
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The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
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The behaviour of small cap vv. large cap stocks in recessions and recoveries : empirical evidence for the United States and Canada
Switzer, Lorne N. - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 332-346
Persistent link: https://www.econbiz.de/10009267819
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Mean reversion in US and international short rates
Christiansen, Charlotte - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
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Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio; Valderrama, María Teresa - In: The North American journal of economics and finance : a … 21 (2010) 2, pp. 126-144
Persistent link: https://www.econbiz.de/10009267847
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Spillovers of currency carry trade returns, market risk sentiment, and US market returns
Lee, Hsiu-chuan; Chang, Shu-lien - In: The North American journal of economics and finance : a … 26 (2013), pp. 197-216
Persistent link: https://www.econbiz.de/10010364814
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Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
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Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51
Persistent link: https://www.econbiz.de/10011511029