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Long run trends and volatility spillovers in daily exchange rates

Black, Angela J.; McMillan, David G. - In: Applied financial economics 14 (2004) 12, pp. 895-907

Persistent link: https://www.econbiz.de/10002150770

Asymmetric risk premium in value and growth stocks

Black, Angela J.; McMillan, David G. - In: International review of financial analysis 15 (2006) 3, pp. 237-246

Persistent link: https://www.econbiz.de/10003348583

UK excess share returns : firm size and volatility

Fraser, Patricia - In: Scottish journal of political economy : the journal of … 43 (1996) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10001196002

UK excess share returns : firm size and volatility

Fraser, Patricia - 1993

Persistent link: https://www.econbiz.de/10000143482

Deviations of Exchange Rates From Purchasing Power Parity : A Story Featuring Two Monetary Unions

MacDonald, Ronald - 1998

We examine the mean-reverting properties of real exchange rates, by comparing the unit root properties of a group of international real exchange rates with two groups of intra-national real exchange rates. Strikingly, we find that while the international real rates taken as a group appear...