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Functional form of stock return model : some international evidence
Chaudhury, Mohammed M. - In: The quarterly review of economics and finance : journal … 37 (1997) 1, pp. 151-183
Persistent link: https://www.econbiz.de/10001218133
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Time-varying volatility in Canadian and US stock index and index futures markets : a multivariate analysis
Racine, Marie D.; Ackert, Lucy F. - 1999
Persistent link: https://www.econbiz.de/10001408054
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International diversification : a focus on the Pacific Rim
Zumwalt, J. Kenton - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 81-92
Persistent link: https://www.econbiz.de/10001211254
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Propagative causal price transmission among international stock markets : evidence from the pre- and post globalization period
Masih, Abdul Mansur M.; Masih, Rumi - In: Global finance journal 13 (2002) 1, pp. 63-91
Persistent link: https://www.econbiz.de/10001716582
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The nonlinear dynamics of stock prices
Shively, Philip A. - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 505-517
Persistent link: https://www.econbiz.de/10001782543
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Propagative causal price transmission among international stock markets : evidence from pre- and post-globalization period
Masih, Abdul Mansur M. (contributor);  … - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456816
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A study of risk and return in developed and emerging markets from a Canadian perspective
Mitra, Devashis - In: The Mid-Atlantic journal of business 34 (1998) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001246233
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Macroeconomic variables and stock market indices : asymmetric dynamics in the US and Canada
Bhuiyan, Erfan M.; Chowdhury, Murshed - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 62-74
Persistent link: https://www.econbiz.de/10012430868
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The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market
Ackert, Lucy F. - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 44-53
Persistent link: https://www.econbiz.de/10001246677
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Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>; Locke, Peter R.; Yu, Wei - 1995
Persistent link: https://www.econbiz.de/10000925747