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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
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Essays in long memory and stock market volatility
Liu, Ming - 1996
Persistent link: https://www.econbiz.de/10001353978
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The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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Misspecification versus bubbles in the stock market : the case for time-varying discount rates
Chen, Lii-tarn - In: Jingji-lunwen 25 (1997) 4, pp. 427-461
Persistent link: https://www.econbiz.de/10001243777
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Finite horizons, infinite horizons, and stock prices
Evans, Paul D. - In: Rivista di politica economica 80 (1991) 7, pp. 169-191
Persistent link: https://www.econbiz.de/10001108314
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Zeitfenster für Kapitalerhöhungen : eine modelltheoretische Analyse
Pinkernelle, Sönke - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432914
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Macroeconomic surprises and short-term behaviour in bond futures
Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 843-866
Persistent link: https://www.econbiz.de/10003233767
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Integration of stock markets using autoregressive distributed lag bounds test approach
Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012798071
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Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang - In: International journal of economics and finance 8 (2016) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10011427778