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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
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Essays on performance and financing decisions during the 1990s recession in Finland
Kjellman, Anders - 1997
Persistent link: https://www.econbiz.de/10000971621
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Bewertung von Wandelanleihen : eine Analyse unter Berücksichtigung von unsicheren Zinsen und Aktienkursen
Bohn, Andreas - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001652400
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Four essays on the empirical properties of stock market volatility
Masset, Philippe - 2012
Persistent link: https://www.econbiz.de/10009697323
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"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S. - In: Journal of financial economics 106 (2012) 3, pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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Kointegration von Aktienkursen
Krämer, Walter - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 51 (1999) 10, pp. 915-936
Persistent link: https://www.econbiz.de/10001410214
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Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?
Abeysinghe, Tilak - 2017
causal inference and systematic sampling of stationary variables preserves the direction of causality. This paper examines … spurious causality. In particular, systematic sampling induces spurious bi-directional Granger causality among the variables if … the uni-directional causality runs from a non-stationary series to either a stationary or a non-stationary series. On the …
Persistent link: https://www.econbiz.de/10012964296
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Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min; Jung, Hojin - In: Economic modelling 64 (2017), pp. 409-418
Persistent link: https://www.econbiz.de/10011761287