Similar Search Results

A multi-country analysis of the temporary and permanent components of stock prices

Gallagher, Liam - In: Applied financial economics 9 (1999) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10001454297

Does convertible arbitrage risk exposure vary through time?

Gallagher, Liam; Hutchinson, Mark; O’Brien, John - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011976148

Bilateral investment treaties and foreign direct investment : evidence of asymmetric effects on vertical and horizontal investments

Sirr, Gordon; Garvey, John; Gallagher, Liam - In: Development policy review 35 (2017) 1, pp. 93-113

Persistent link: https://www.econbiz.de/10011792587

Local conditions and economic growth from South-South FDI

Sirr, Gordon; Garvey, John; Gallagher, Liam - In: The journal of international trade & economic development 27 (2018) 3/4, pp. 380-388

Persistent link: https://www.econbiz.de/10011887935

Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis

Gallagher, Liam; Twomey, Cian E. - In: The economic and social review 29 (1998) 4, pp. 341-356

Persistent link: https://www.econbiz.de/10001538421

The negative side of inflation targeting : revisiting inflation uncertainty in the EMU

Lawton, Neil; Gallagher, Liam - In: Applied economics 52 (2020) 29, pp. 3186-3203

Persistent link: https://www.econbiz.de/10012258826

Does Convertible Arbitrage Risk Exposure Vary Through Time?

Gallagher, Liam A. - 2018

We model the returns of the convertible arbitrage strategy using a non-linear framework. This strategy has generated long periods of positive returns and low volatility, followed by shorter periods of extreme negative returns and high volatility, associated with market upheaval. We specify a...

Persistent link: https://www.econbiz.de/10012937330

Does the size of a fund family matter when choosing an investment strategy? : evidence from spain

Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 315-334

Persistent link: https://www.econbiz.de/10009260273

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

Analysis of the impact of excess mortgages on housing prices using the cointegration test

Ferruz Agudo, Luis; Lample, Luis - In: Applied economics letters 23 (2016) 16/18, pp. 1182-1186

Persistent link: https://www.econbiz.de/10011701816