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Caporale, Guglielmo Maria
65
Blundell, Richard W.
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58
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44
Meghir, Costas
36
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34
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23
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Manchester Metropolitan University
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School of Economics, Mathematics and Statistics <London>
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NBER working paper series
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Finance research letters
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ECONIS (ZBW)
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1
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
2
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
3
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10013423320
Saved in:
4
An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki
-
2003
Persistent link: https://www.econbiz.de/10001780162
Saved in:
5
Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London
Agarwal, Sumit
;
Liu, Chunlin
;
Rhee, S. Ghon
- In:
Journal of international money and finance
26
(
2007
)
1
,
pp. 46-63
Persistent link: https://www.econbiz.de/10003416793
Saved in:
6
Information content of extended trading for index futures
Cheng, Louis T. W.
;
Jiang, Li
;
Ng, Renne W. Y.
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 861-886
Persistent link: https://www.econbiz.de/10002145981
Saved in:
7
Calendar anomalies : the case of international property shares
Brounen, Dirk
;
Ben-Hamo, Yair
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
Saved in:
8
Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 827-835
Persistent link: https://www.econbiz.de/10003537981
Saved in:
9
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
Saved in:
10
Long-run relationships between international stock prices : further evidence from fractional cointegration tests
Aloy, Marcel
;
Boutahar, Mohamed
;
Gente, Karine
; …
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 817-828
Persistent link: https://www.econbiz.de/10009718502
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