Narrow search
Showing 1 - 10 of 12,029
Cover Image
Interdependenz zwischen Devisen- und Aktienmärkten in ausgewählten EU-Ländern : Theorie und empirische Analyse
Islami, Mevlud - 2010 - 1., Aufl.
Persistent link: https://www.econbiz.de/10003981681
Cover Image
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Cover Image
Effects of interest rate changes on the stock market in Taiwan
Huang, Ai-Chen; Chang, Hsiao-Fen - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 623-630
Persistent link: https://www.econbiz.de/10011419182
Cover Image
Revisiting profit persistence and the stock market in Japan
Tsoulfidis, Lefteris; Alexiou, Constantinos; … - In: Structural change and economic dynamics : SC+ED 33 (2015), pp. 10-24
Persistent link: https://www.econbiz.de/10011563961
Cover Image
Interlinkages between equity markets of select A5 countries and US
Kalsie, Anjala - In: Focus : journal of international business 1 (2014) 2, pp. 55-69
Persistent link: https://www.econbiz.de/10010502061
Cover Image
Price discovery in energy markets
Shrestha, Keshab - In: Energy economics 45 (2014), pp. 229-233
Persistent link: https://www.econbiz.de/10010505388
Cover Image
Are stock prices in the US nonstationary? : evidence from contemporary unit root tests
Murthy, Vasudeva; Washer, Kenneth; Wingender, John R. - In: Applied financial economics 21 (2011) 22/24, pp. 1703-1709
Persistent link: https://www.econbiz.de/10009385050
Cover Image
The random walk hypothesis (RWH) evidences from national stock exchange (NSE)
Ahmad, Akhlaque; Korivi, Sunder Ram - In: International economics & finance journal : (IEFJ) 9 (2014) 2, pp. 101-107
Persistent link: https://www.econbiz.de/10011414573
Cover Image
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 14 (1999) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Cover Image
Stationary Bubbles
Bidian, Florin - 2014
Empirical tests for bubbles typically focus on the stationarity properties of the dividend yield. Evidence of nonstationarity in the dividend yield is viewed as proof of bubbles, while stationarity is interpreted as absence of bubbles. For economies with arbitrary pricing kernels but stationary...
Persistent link: https://www.econbiz.de/10013059384