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An empirical study on the integration of capital markets : in Asian equity markets setting
Oh, Moonsok; Lee, Sang-keun - In: The Korean economic review 15 (1999) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10001487614
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Bond rating changes and stock returns : evidence from the Spanish stock market
Abad-Romero, Pilar; Robles-Fernández, M. Dolores - In: Spanish economic review : SER 9 (2007) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003469580
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Are traditional timing models well specified?
Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Applied economics 43 (2011) 22/24, pp. 3433-3440
Persistent link: https://www.econbiz.de/10009357356
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Does the open limit order book matter in explaining long run volatility?
Pascual, Roberto (contributor); Veredas, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402411
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Volume versus GARCH effects reconsidered : an application to the Spanish Government Bond Futures Market
García Montalvo, José - In: Applied financial economics 9 (1999) 5, pp. 469-475
Persistent link: https://www.econbiz.de/10001454996
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On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach
Veredas, David; Rodríguez Poo, Juan Manuel; Espasa … - 2002
Persistent link: https://www.econbiz.de/10001672399
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On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach
Veredas, David; Rodríguez Poo, Juan Manuel; Espasa … - 2001
Persistent link: https://www.econbiz.de/10001587379
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International capital markets and their Latin American discontents
Balding, Christopher - In: The Oxford handbook of Latin American political economy, (pp. 336-366). 2012
Persistent link: https://www.econbiz.de/10009553076
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Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: European business review : EBR ; the official journal … 27 (2015) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10011299632