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A neutral network approach to forecasting volatile international equity markets
Cogger, Kenneth O. - 1997
Persistent link: https://www.econbiz.de/10001231434
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The firm's leverage-cash flow relationship
Shenoy, Catherine - In: Journal of empirical finance 2 (1996) 4, pp. 307-331
Persistent link: https://www.econbiz.de/10001208687
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The global variation in financial ratios
Hirschey, Mark - 1995
Persistent link: https://www.econbiz.de/10001216227
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The dollar and the US terms of trade
Koch, Paul Douglas - In: Journal of macroeconomics 14 (1992) 3, pp. 467-486
Persistent link: https://www.econbiz.de/10001129318
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Index and non-index stock price volatilities around the 1987 market crash
Koch, Paul Douglas - In: Journal of business research : JBR 26 (1993) 2, pp. 189-199
Persistent link: https://www.econbiz.de/10001136363
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Evolution in dynamic linkages across daily national stock indexes
Koch, Paul Douglas - In: Journal of international money and finance 10 (1991) 2, pp. 231-251
Persistent link: https://www.econbiz.de/10001106497
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The dollar and prices : an empir. analysis
Whitt, Joseph A. - In: Economic review 71 (1986) 8, pp. 4-18
Persistent link: https://www.econbiz.de/10001045158
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The US dollar and the "delayed j-curve"
Rosensweig, Jeffrey A. - In: Economic review 73 (1988) 4, pp. 2-15
Persistent link: https://www.econbiz.de/10001083768
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The dynamic relationship between the dollar and components of US trade
Koch, Paul Douglas - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 355-364
Persistent link: https://www.econbiz.de/10001089531
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Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index
Kawaller, Ira G. - In: Journal of banking & finance 14 (1990) 2, pp. 373-397
Persistent link: https://www.econbiz.de/10001092358