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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007
Persistent link: https://www.econbiz.de/10003729191
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Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo; Schipp, Bernhard - In: Statistical inference, econometric analysis and matrix …, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003781013
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Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago; Peña Sánchez de Rivera, Juan Ignacio - In: Journal of banking & finance 33 (2009) 11, pp. 2013-2025
Persistent link: https://www.econbiz.de/10003892177
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The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi; Huszár, Zsuzsa R.; Zhang, Weina - In: The journal of real estate finance and economics 46 (2013) 4, pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
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Country of origin, value-added exports, and Sino-US trade balance reconciliation
Voon, Jan P.; Kueh, Y. Y. - In: Journal of world trade : law, economic policy, public policy 34 (2000) 5, pp. 123-136
Persistent link: https://www.econbiz.de/10001527390
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Trade, determinants, and causality : a case of Hong Kong's exports to the United States
Chou, Win-lin - In: International economic journal 2 (1988) 4, pp. 21-33
Persistent link: https://www.econbiz.de/10001056380
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Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L. - 1997
Persistent link: https://www.econbiz.de/10000964264
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The determinants of foreign capital inflows in the form of non-resident baht accounts
Dechapakorn, Somchai - 1997
Persistent link: https://www.econbiz.de/10000976258
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Intra-competition between the Asian Four Little Dragons in US markets
Chao, Chi-Chur - In: Pacific economic review 2 (1997) 1, pp. 63-71
Persistent link: https://www.econbiz.de/10001226049