Narrow search
Showing 1 - 5 of 5
Cover Image
The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
Cover Image
How does trading volume affect financial return distributions?
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Cover Image
Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan; Brooks, Robert Darren; Sirimon Treepongkaruna - In: Economics letters 118 (2013) 3, pp. 462-465
Persistent link: https://www.econbiz.de/10009729131
Cover Image
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Cover Image
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106