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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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Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu; Chen, Ting-Fu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
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Mispricing and trader positions in the S&P 500 index futures market
Lai, Ya-Wen; Lin, Chiou-Fa; Tang, Mei-Ling - In: The North American journal of economics and finance : a … 42 (2017), pp. 250-265
Persistent link: https://www.econbiz.de/10011938115
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China and international market integration : evidence from the law of one price in the Middle East and Africa
Dang, Vinh Q. T.; So, Erin P. K.; Yang, Alan Yu; Chan, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012665659
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Contagion in global equity markets in 1998 : the effects of the Russian and LTCM crises
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: The North American journal of economics and finance : a … 18 (2007) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10003608961
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Emerging market mutual fund performance : evidence for Poland
Białkowski, Je̜drzej; Otten, Roger - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 118-130
Persistent link: https://www.econbiz.de/10009267532
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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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Financial CDS, stock market and interest rates : which drives which?
Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276
Persistent link: https://www.econbiz.de/10009427388
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Dynamic relationships between industry returns and stock market returns
Lee, Chien-chiang; Chen, Mei-ping; Chang, Chi-hung - In: The North American journal of economics and finance : a … 26 (2013), pp. 119-144
Persistent link: https://www.econbiz.de/10010364817
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818