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Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10001218112
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On the efficiency of foreign exchange markets
Froot, Kenneth - 1992
Persistent link: https://www.econbiz.de/10000930920
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The financialization of commodity markets
Cheng, Ing-haw; Xiong, Wei - 2013
Persistent link: https://www.econbiz.de/10010221901
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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001791482
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Explaining the failure of the unbiased forward rate hypothesis using a time-varying risk premium
Bishr, Tarek - 1998
Persistent link: https://www.econbiz.de/10000167719
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Product market reforms and productivity : a review of the theoretical and empirical literature on the transmission channels
Nicodème, Gaëtan; Sauner-Leroy, Jacques-Bernard - In: Journal of industry, competition and trade 7 (2007) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10003441237
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Information efficiency in betting markets : a survey
Vaughan Williams, Leighton - In: Bulletin of economic research 51 (1999) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10001351918
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Capital markets research in accounting
Kothari, S. P. - In: Journal of accounting & economics 31 (2001) 1/3, pp. 105-231
Persistent link: https://www.econbiz.de/10001618007