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A Nonlinear Autoregressive Distributed Lag (NARDL) analysis of the FTSE and S&P500 indexes
Allen, David E.; McAleer, Michael - In: Risks : open access journal 9 (2021) 11, pp. 1-20
larger impacts than do positive movements in S&P500 levels, and that long-term multiplier impacts take about 10 days to take …
Persistent link: https://www.econbiz.de/10012704014
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The stock price and the economy : causality test for a case study of Thailand
Mekbuntoon, Wichit - 1993
Persistent link: https://www.econbiz.de/10000883658
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Essays in stock market efficiency and time-varying risk premia
Beltratti, Andrea - 1991
Persistent link: https://www.econbiz.de/10000883816
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Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958
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Inter-dealer-trading
Vogler, Karl-Hubert - 1993
Persistent link: https://www.econbiz.de/10000884025
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Comportamiento reciente del mercado accionario chileno : una aplicación de tests de volatilidad y eficiencia
Basch H., Miguel; Budnevich L., Carlos - 1993
Persistent link: https://www.econbiz.de/10000884104
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Banking and finance
Steiner, Peter (contributor) - 1993
Persistent link: https://www.econbiz.de/10000884238
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Money and the markets : an astrological guide
Bates, Graham - 1994
Persistent link: https://www.econbiz.de/10000884983
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The flotation of companies on the stock market : a coordination failure model
Pagano, Marco - 1992
Persistent link: https://www.econbiz.de/10000885076