Narrow search
Showing 1 - 10 of 821
Cover Image
Did Brexit change asset co-movements?
Saha, Shrabani; Sen, Anindya; Smith-Han, Christine; … - In: Journal of financial economic policy 14 (2022) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10012797551
Cover Image
Weathering financial crisis in China : the role of global market integration
Vikkram Singh; Roca, Eduardo - In: Applied economics 53 (2021) 15, pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Cover Image
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas; Antell, Jan - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Cover Image
Impact of democratic/non-democratic regimes on foreign direct investment in Pakistan : pre and post September 11, 2001 scenarios
Nawaz, Tahir; Khan, Masood Amjad; Shah, Muhammad Akbar Ali - In: Pakistan journal of commerce and social sciences 6 (2012) 1, pp. 67-82
In this study the impact of democratic and non-democratic regime (pre and post September 11, 2001seenarios) on foreign direct investment in Pakistan have been investigated using quarterly data over the period of 1976Q1 to 2006Q4. Stepwise regression, Box-Jenkins methodologies have been applied...
Persistent link: https://www.econbiz.de/10009733674
Cover Image
The Dependence Structure of Macroeconomic Variables in the US
Chollete, Loran; Ning, Cathy Q. - Universitetet <Stavanger> / School of Business … - 2009
A central role for economic policy involves reducing the incidence of systemic downturns,when key economic variables experience joint extreme events. In this paper,we empirically analyze such asymmetric dependence using two approaches, correlationsand copulas. We document four findings. First,...
Persistent link: https://www.econbiz.de/10009305199
Cover Image
Event studies on the effects of the NAFTA and Asian crisis : the case of Asia
Rim, Hong; Setaputra, Robert - In: International business and economics research journal 6 (2007) 12, pp. 63-71
Persistent link: https://www.econbiz.de/10003670420
Cover Image
Event study testing with cross-sectional correlation of abnormal returns
Kolari, James W.; Pynnönen, Seppo - In: The review of financial studies 23 (2010) 11, pp. 3996-4025
Persistent link: https://www.econbiz.de/10008759865
Cover Image
Impact of democratic/non-democratic regimes on foreign direct investment in Pakistan: Pre and post September 11, 2001 scenarios
Nawaz, Tahir; Khan, Masood Amjad; Shah, Muhammad Akbar Ali - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 67-82
In this study the impact of democratic and non-democratic regime (pre and post September 11, 2001seenarios) on foreign direct investment in Pakistan have been investigated using quarterly data over the period of 1976Q1 to 2006Q4. Stepwise regression, Box-Jenkins methodologies have been applied...
Persistent link: https://www.econbiz.de/10011938300
Cover Image
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models
Storti, Giuseppe - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 2, pp. 251-274
Persistent link: https://www.econbiz.de/10003715420
Cover Image
Influence of ADB bond issues and US bonds on Asian government bonds
Inoguchi, Masahiro - In: Asian economic journal : journal of the East Asian … 21 (2007) 4, pp. 387-404
Persistent link: https://www.econbiz.de/10003632881