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Cashflow news, the value premium and an asset pricing view on European stock market integration
Nitschka, Thomas - 2007
Persistent link: https://www.econbiz.de/10003690948
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A new approach to forecasting exchange rates
Clements, Kenneth W.; Lan, Yihui - In: Journal of international money and finance 29 (2010) 7, pp. 1424-1437
Persistent link: https://www.econbiz.de/10009244595
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Aktienselektionsstrategie nach der Discounted Cash Flow Methode : historische Simulation am europäischen Aktienmarkt
Podlejski, Artur - 2008
Persistent link: https://www.econbiz.de/10008797957
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EMU and European stock market integration
Hardouvelis, Gikas A. - 1999
Persistent link: https://www.econbiz.de/10013422776
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Exchange controls, macroeconomic integration and the interdependence of European equity markets
Chelley-Steeley, Patricia L.; Steeley, James M. - 1996
Persistent link: https://www.econbiz.de/10000619202
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International diversification benefits of Latin American sector investments
Ratner, Mitchell - In: Journal of emerging markets 11 (2006) 1, pp. 50-58
Persistent link: https://www.econbiz.de/10003347375
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Bond market and stock market integration in Europe : a smooth transition approach
Berben, Robert-Paul; Jansen, Willem Jos - In: Applied economics 41 (2009) 22/24, pp. 3067-3080
Persistent link: https://www.econbiz.de/10003895067
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Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612625
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Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne - In: Global finance journal 18 (2008) 3, pp. 290-302
Persistent link: https://www.econbiz.de/10003711871
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The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415
This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...
Persistent link: https://www.econbiz.de/10003963313