Similar Search Results - EconBiz

Dynamic relations between stock returns and exchange rate changes

Inci, Ahmet Can; Lee, Bong-soo - In: European financial management : the journal of the … 20 (2014) 1, pp. 71-106

Persistent link: https://www.econbiz.de/10010248858

The economic value of volatility timing with realized jumps

Nolte, Ingmar; Xu, Qi - In: Journal of empirical finance 34 (2015), pp. 45-59

Persistent link: https://www.econbiz.de/10011556992

Equity order flow and exchange rate dynamics

Ferreira Filipe, Sara - In: Journal of empirical finance 19 (2012) 3, pp. 359-381

Persistent link: https://www.econbiz.de/10009615677

Parameter estimation and forecasting for multiplicative lognormal cascades

Leövey, Andrés E.; Lux, Thomas - 2011

We study the well-known multiplicative Lognormal cascade process in which the multiplication of Gaussian and Lognormally distributed random variables yields time series with intermittent bursts of activity. Due to the non-stationarity of this process and the combinatorial nature of such a...

Persistent link: https://www.econbiz.de/10009389845

Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 22 (2012) 4, pp. 738-757

Persistent link: https://www.econbiz.de/10009582536

Forecast evaluation of explanatory models of financial variability

Sucarrat, Genaro - 2009

continuous time theory. In explanatory financial variability modelling this raises several methodological and practical issues …

Persistent link: https://www.econbiz.de/10003829997

Orthogonalized regressors and spurious precision, with an application to currency exposures

Liu, Fang; Sercu, Piet; Vandebroek, Martina - In: Journal of international money and finance 51 (2015), pp. 245-263

Persistent link: https://www.econbiz.de/10011475260

Testing covariance stationarity

Xiao, Zhijie (contributor); Lima, Luiz Renato (contributor) - 2006

Persistent link: https://www.econbiz.de/10003390504

The effective tax rate and the pretax rate of return

Feldstein, Martin; Poterba, James; Dicks-Mireaux, Louis - 1981

Persistent link: https://www.econbiz.de/10003119004

Decomposing the term structure into risk premia and expectations : evidence from the eurolira rates

Drudi, Francesco - In: Monetary policy and interest rates : proceedings of a …, (pp. 36-66). 1998

Persistent link: https://www.econbiz.de/10001303483

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