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Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
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A diagnostic check for model specification : an application to the yen-dollar exchange rate
Neftci, Salih N. - In: Economics letters 33 (1990) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10001088734
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Macro shocks and the Japanese stock market
Huang, Ying; Guo, Feng - In: Applied financial economics 18 (2008) 16/18, pp. 1391-1400
Persistent link: https://www.econbiz.de/10003779508
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Asymmetric effects on East Asia financial integration : is there "Japanese dominance"
Huang, Ying; Guo, Feng - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 193-214
Persistent link: https://www.econbiz.de/10003507255
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Determinants of Japanese yen interest rate swap spreads : evidence from a smooth transition vector autoregressive model
Huang, Ying; Chen, Carl R.; Camacho, Maximo - In: The journal of futures markets 28 (2008) 1, pp. 82-107
Persistent link: https://www.econbiz.de/10003746341
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Priced on the note : the case of Japanese IPOs
Chiao, Cheng-Huei; Hu, Bill; Huang, Ying; Washam, Jim - In: Applied economics 52 (2020) 31, pp. 3406-3417
Persistent link: https://www.econbiz.de/10012258848