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Sudden changes in volatility : the case of five central European stock markets
Wang, Ping (contributor); Moore, Tomoe (contributor) - 2007
Persistent link: https://www.econbiz.de/10003641889
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Stock market integration for the transition economies : time-varying conditional correlation approach
Wang, Ping; Moore, Tomoe - In: Papers in money, macroeconomics and finance : … 76 (2008), pp. 116-133
Persistent link: https://www.econbiz.de/10003752743
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Sudden changes in volatility : the case of five central European stock markets
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10003797264
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Can the persistence of a currency crisis be explained by fundamentals? : Markov switching models for exchange market pressure
Moore, Tomoe; Wang, Ping - 2009
Persistent link: https://www.econbiz.de/10003882156
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Volatility in stock returns for new EU member states : Markov regime switching model
Moore, Tomoe; Wang, Ping - In: International review of financial analysis 16 (2007) 3, pp. 282-292
Persistent link: https://www.econbiz.de/10003510457
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The determinants of vulnerability to currency crises : country-specific factors versus regional factors
Wang, Ping; Moore, Tomoe - In: Empirica : journal of european economics 41 (2014) 4, pp. 619-640
Persistent link: https://www.econbiz.de/10010482512
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The determinants of vulnerability to crisis : country-specific factors versus regional factors
Wang, Ping; Moore, Tomoe - 2009
Persistent link: https://www.econbiz.de/10003799881
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The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 22 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
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Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
Moore, Tomoe; Wang, Ping - In: International review of economics & finance : IREF 29 (2014), pp. 1-11
Persistent link: https://www.econbiz.de/10010431516
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Sudden changes in volatility: The case of five central European stock markets
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10008162937