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Mairesse, Jacques
66
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41
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28
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27
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24
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24
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24
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23
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23
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23
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22
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22
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22
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22
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20
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20
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20
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19
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19
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18
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18
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18
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17
Barmeyer, Christoph I.
17
Davoine, Eric
17
Stolpe, Michael
17
Werding, Martin
17
Hagist, Christian
16
Margolis, David N.
16
Orsini, Kristian
16
Ark, Bart van
15
Belke, Ansgar
15
Buch, Claudia M.
15
Gil-Alaña, Luis A.
15
Jondeau, Eric
15
MacDonald, Ronald
15
Maurice, Marc
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Edward Elgar Publishing
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Internationale Atomenergie-Organisation
6
National Institute of Economic and Social Research
6
Royal Institute of International Affairs
6
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6
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6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre d'Observation Economique
5
Council on Foreign Relations
5
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Revue d'économie politique
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36
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Journal of international money and finance
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European journal of industrial relations
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Economies et sociétés : cahiers de l'ISMEA
27
Economics letters
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Revue de l'OFCE
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European political institutions : a comparative government reader
23
Banque de France Working Paper
22
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22
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
22
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22
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Deutsch-französische Studien zur Industriegesellschaft
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ECONIS (ZBW)
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591
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54
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1
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
Saved in:
2
Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.
;
Palardy, Joseph
- In:
Journal of international financial markets, …
17
(
2007
)
5
,
pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
Saved in:
3
The risk return relationship : evidence from index return and realised variance series
Yang, Minxian
-
2014
Persistent link: https://www.econbiz.de/10010349309
Saved in:
4
The Risk Return Relationship : Evidence from Index Return and Realised Variance Series
Yang, Minxian
-
2019
The risk return relationship is analysed in bivariate models for return and realised variance (RV) series. Based on daily time series from 21 international market indices for more than 13 years (January 2000 to February 2013), the empirical findings support the arguments of risk return tradeoff,...
Persistent link: https://www.econbiz.de/10012904964
Saved in:
5
The Risk Return Relationship : Evidence from Index Return and Realised Variance Series
Yang, Minxian
-
2014
The risk return relationship is analysed in bivariate models for return and realised variance (RV) series. Based on daily time series from 21 international market indices for more than 13 years (January 2000 to February 2013), the empirical findings support the arguments of risk return tradeoff,...
Persistent link: https://www.econbiz.de/10013056852
Saved in:
6
On the dynamic interdependence of international stock markets : a Swiss perspective
Isakov, Dušan
;
Pérignon, Christophe
-
1999
Persistent link: https://www.econbiz.de/10001488308
Saved in:
7
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
8
Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik
(
contributor
);
Schröder, Michael
(
contributor
)
-
2004
-
Rev. version
large economies,
USA
, United Kingdom,
Germany
, France and
Japan
. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10003670896
Saved in:
9
Asymmetrical reaction to US stock-return news : evidence from major stocks markets based on a double-threshold model
Chen, Cathy W. S.
;
Chiang, Thomas C.
;
So, Mike Ka-pui
- In:
Journal of economics & business
55
(
2003
)
5/6
,
pp. 487-502
Persistent link: https://www.econbiz.de/10001804355
Saved in:
10
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Saved in:
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