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subject:"Theorie"
isPartOf:"Applied financial economics"
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126
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
An analysis of persistence in analyst's relative forecast accuracy
Simon, Andreas
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 107-120
Persistent link: https://www.econbiz.de/10010391465
Saved in:
4
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
5
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
6
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
7
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
8
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Grossmann, Axel
;
Paul, Chris W.
;
Simpson, Marc W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 1017-1030
Persistent link: https://www.econbiz.de/10010415312
Saved in:
9
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
10
Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
Saved in:
11
Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
Saved in:
12
Forecasting Eurozone real-estate returns
Pierdzioch, Christian
;
Hartmann, Daniel
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1185-1196
Persistent link: https://www.econbiz.de/10010204784
Saved in:
13
Taylor rule equilibrium exchange rates and nonlinear mean reversion
Beckmann, Joscha
;
Wilde, Wolfram
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1097-1107
Persistent link: https://www.econbiz.de/10010204803
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14
Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den
;
Jansen, Pieter W.
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
Saved in:
15
Adaptive market hypothesis : evidence from the REIT market
Zhou, Jian
;
Lee, Jin Man
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1649-1662
Persistent link: https://www.econbiz.de/10010259752
Saved in:
16
Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis
;
Miralles-Quirós, José Luis
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
Saved in:
17
Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia
;
Craigwell, Roland C.
;
Doyle-Lowe, Michelle
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
Saved in:
18
Testing for contagion in US industry portfolios : a four-factor pricing approach
Milunovich, George
;
Tan, Antony
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 15-26
Persistent link: https://www.econbiz.de/10009719046
Saved in:
19
Forecast of stock market based on nonharmonic analysis used on NASDAQ since 1985
Ichinose, Takafumi
;
Hirobayashi, Shigeki
;
Misawa, Tadanobu
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10009419558
Saved in:
20
A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
Saved in:
21
Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
Simpson, Marc W.
;
Ramchander, Sanjay
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 285-298
Persistent link: https://www.econbiz.de/10009581407
Saved in:
22
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
23
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
24
Modelling and trading the Greek stock market with mixed neural network models
Dunis, Christian
;
Laws, Jason
;
Karathanassopoulos, Andreas
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1793-1808
Persistent link: https://www.econbiz.de/10009384778
Saved in:
25
An empirical test of 'put call parity'
Ben-David, Nissim
;
Tchahi, Tavor
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1661-1664
Persistent link: https://www.econbiz.de/10009385060
Saved in:
26
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
27
The constant elasticity of variance model : calibration, test and evidence from the Italian equity market
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1479-1487
Persistent link: https://www.econbiz.de/10009356089
Saved in:
28
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
29
Estimating the impact of good news on stock market volatility
Malik, Farooq
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 545-554
Persistent link: https://www.econbiz.de/10009153251
Saved in:
30
Explaining the US bond yield conundrum
Bandholz, Harm
;
Clostermann, Jörg
;
Seitz, Franz
- In:
Applied financial economics
19
(
2009
)
7/9
,
pp. 539-550
Persistent link: https://www.econbiz.de/10003842640
Saved in:
31
Firms' investment under financial constraints : a euro area investigation
Pál, Rozália
;
Kozhan, Roman
- In:
Applied financial economics
19
(
2009
)
19/21
,
pp. 1611-1624
Persistent link: https://www.econbiz.de/10003904308
Saved in:
32
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
33
Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
Saved in:
34
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry
;
Silvapulle, Paramsothy
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
Saved in:
35
The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi
;
Yang, Jack J. W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
Saved in:
36
A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
Saved in:
37
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
38
Testing for structural breaks in GARCH models
Smith, Daniel R.
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
Saved in:
39
Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima
;
Shalit, Haim
;
Yosef, Rami
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
Saved in:
40
PPP : a disaggregated view
Fischer, Christoph
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 93-108
Persistent link: https://www.econbiz.de/10003291813
Saved in:
41
The real exchange rate and the purchasing power parity puzzle : further evidence
Sekioua, Sofiane H.
;
Karanasos, Menelaos
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 199-211
Persistent link: https://www.econbiz.de/10003291858
Saved in:
42
Estimating the risk premium of swap spreads. : two econometric GARCH-based techniques
Castagnetti, Carolina
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10001908577
Saved in:
43
A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
Saved in:
44
Exchange-rate uncertainty and workers' remittances
Higgins, Matthew Lawrence
;
Hysenbegasi, Alketa
;
Pozo, Susan
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001971150
Saved in:
45
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Saved in:
46
The volatility impact of the European monetary system on member and non-member currencies
Hu, Michael Y.
;
Jiang, Christine X.
;
Tsoukalas, Christos
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 313-325
Persistent link: https://www.econbiz.de/10001939388
Saved in:
47
Partial acquisitions, corporate control, and performance
Akhigbe, Aigbe O.
;
Madura, Jeff
;
Spencer, Carloyn
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 847-857
Persistent link: https://www.econbiz.de/10002150736
Saved in:
48
Implied asset value distributions
Löffler, Gunter
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 875-883
Persistent link: https://www.econbiz.de/10002150750
Saved in:
49
Components of volatility and their empirical measures : a note
Coondoo, Dipankor
;
Mukherjee, Paramita
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1313-1318
Persistent link: https://www.econbiz.de/10002438217
Saved in:
50
Shrunken earnings predictions are better predictions
Keil, Manfred W.
;
Smith, Gary
;
Smith, Margaret H.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 937-943
Persistent link: https://www.econbiz.de/10002195480
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