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Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 71-89
Persistent link: https://www.econbiz.de/10001250675
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An empirical analysis of international stock market volatility transmission
Karunanayake, Indika; Valadkhani, Abbas; O'Brien, Martin - 2010
Persistent link: https://www.econbiz.de/10008667632
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Asymmetric dynamics in stock market volatility
Karunanayake, Indika; Valadkhani, Abbas - In: Economic papers : a journal of applied economics and policy 30 (2011) 2, pp. 279-287
Persistent link: https://www.econbiz.de/10009158805
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Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
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Predictability hidden by anomalous observations
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2013 - This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
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Accounting, cyclically and financial stability : the South African experience (1990 - 2007)
Bosch, T.; Mukuddem-Petersen, Janine; Petersen, Mark A. - 2011
Persistent link: https://www.econbiz.de/10009716035
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Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye; Gerlach, Richard H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
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Multiple hypotheses testing in the linear regression model with applications to economics and finance
Alt, Raimund - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002570396
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Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives
Ito, Takatoshi - 2010
This paper investigates movements of market indicators of banking fragility, namely, Japan premium, stock prices, and credit derivative spreads of Japanese banks. Although the Japan premium in the euro-dollar market seemed to have virtually disappeared since April 1999, credit and default risks...
Persistent link: https://www.econbiz.de/10012762833
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Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives
Ito, Takatoshi - 2003
This paper investigates movements of market indicators of banking fragility, namely, Japan premium, stock prices, and credit derivative spreads of Japanese banks. Although the Japan premium in the euro-dollar market seemed to have virtually disappeared since April 1999, credit and default risks...
Persistent link: https://www.econbiz.de/10012469110