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Asset pricing under the presence of transactions costs : evidence from the UK stock market

Gregoriou, Andros; Ioannidis, Christos - In: Ekonomia : the journal of the Cyprus Economic Society 7 (2004) 2, pp. 139-151

Persistent link: https://www.econbiz.de/10003267516

Stock prices and the efficient market hypothesis : evidence from a panel stationary test with structural breaks

Lee, Chien-Chiang; Lee, Jun-de; Lee, Chi-chuan - In: Japan and the world economy : international journal of … 22 (2010) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10009272711

Three essays on unit roots and nonlinear co-integrated processes

Gaul, Jürgen - 2008

Persistent link: https://www.econbiz.de/10003773152

Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices

Shah, Paresh - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 3, pp. 174-185

Persistent link: https://www.econbiz.de/10011543236

Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis

Wu, Jason J.; Game, Aaron L. - 2011

Persistent link: https://www.econbiz.de/10009405709

Identifying long-run relationships between the exchange rate, interest rates and stock prices

Wong, Douglas Kai Tim; MacDonald, Ronald - In: Applied economics 56 (2024) 22, pp. 2671-2687

Persistent link: https://www.econbiz.de/10014525413

Integrierte Prozesse und gemeinsame Trends : Darstellung und empirische Umsetzung mit Hilfe von Vektorfehlerkorrekturmodellen und Bayesianischen Vektorautoregressionen

Borutta, Hansjörg - 1994

Persistent link: https://www.econbiz.de/10013386227

What do foreign flows tell us about stock market movements in the presence of permanent and transitory shocks?

Marfatia, Hardik - In: Studies in economics and finance 39 (2022) 2, pp. 219-238

Persistent link: https://www.econbiz.de/10013173209

Monetary Policy, Stock Prices and Central Banks – Cross-Country Comparisons of Cointegrated VAR Models

Belke, Ansgar Hubertus - 2013

In this paper, we analyze the long-run behavior and short-run dynamics of stock markets across some selected developed and emerging economies – namely the United States, the Euro Area, Japan, the United Kingdom, Australia, South Korea, Thailand and Brazil – in the Cointegrated...

Persistent link: https://www.econbiz.de/10013077799

Asymmetrie stochastic volatility in Nordic stock markets

Hepsag, Aycan - 2018

Persistent link: https://www.econbiz.de/10012166241