Narrow search
Showing 21 - 30 of 419,398
Cover Image
Return and volatility linkages between the US and the German stock market
Baur, Dirk; Jung, Robert - In: Journal of international money and finance 25 (2006) 4, pp. 598-613
Persistent link: https://www.econbiz.de/10003336485
Cover Image
Firm investment and financial frictions
Baum, Christopher F. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003337108
Cover Image
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Cover Image
Dynamic analysis between the US stock returns and the macroeconomic variables
Ratanapakorn, Orawan; Sharma, Subash C. - In: Applied financial economics 17 (2007) 4/6, pp. 369-377
Persistent link: https://www.econbiz.de/10003446037
Cover Image
Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053
Cover Image
Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
Cover Image
The geography of S&P 500 stock returns
Barker, David; Loughran, Tim - In: The journal of behavioral finance : a publication of … 8 (2007) 4, pp. 177-190
Persistent link: https://www.econbiz.de/10003667034
Cover Image
Earnings per share : stylized facts and new paradigms
Peláez, Rolando F. - In: The journal of behavioral finance : a publication of … 8 (2007) 4, pp. 198-208
Persistent link: https://www.econbiz.de/10003667053
Cover Image
Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10003670896
Cover Image
Extreme value estimation of boom and crash statistics
Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566
Persistent link: https://www.econbiz.de/10003382846