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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - 2013
Persistent link: https://www.econbiz.de/10010191280
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Volatility Spillovers from the US to Australia and China across the GFC
Allen, David E.; McAleer, Michael; Powell, R.J.; Singh, A.K. - 2013
This paper features an analysis of volatility spillover effects from the US market, represented by the S&P500 index to the Australian capital market as represented by the Australian S&P200 for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global...
Persistent link: https://www.econbiz.de/10010326245
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Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael - 2018
abandon its development strategy of focusing only on a single market, namely China, and to be pro-active in encouraging visits …
Persistent link: https://www.econbiz.de/10011813417
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Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
Chang, Chia-Lin - 2018
abandon its development strategy of focusing only on a single market, namely China, and to be pro-active in encouraging visits …
Persistent link: https://www.econbiz.de/10012923309
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A capital adequacy buffer model
Allen, David E.; McAleer, Michael; Powell, R. J.; … - In: Applied economics letters 23 (2016) 1/3, pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - 2015
Persistent link: https://www.econbiz.de/10011432674
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - In: Economic modelling 52 (2016), pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
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Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - 2018
Persistent link: https://www.econbiz.de/10011898049
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Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - In: Econometric reviews 28 (2009) 6, pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
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Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - In: Journal of time series econometrics 12 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012258310