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subject:"Theorie"
isPartOf:"Applied financial economics"
~subject:"Purchasing power parity"
~subject:"Zinsstruktur"
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1
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
2
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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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12
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:
13
Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries
Gkonkas, Periklēs
;
Papadimitriou, Theophilos
; …
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1399-1406
Persistent link: https://www.econbiz.de/10010259398
Saved in:
14
What is the shape of real exchange rate nonlinearity?
Norman, Stephen
;
Phillips, Kerk Layne
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 363-375
Persistent link: https://www.econbiz.de/10009718917
Saved in:
15
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:
16
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:
17
New evidence of the expectation hypothesis of interest rates : a flexible nonlinear approach
Mili, Medhi
;
Sahut, Jean-Michel
;
Teulon, Fredéric
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009419561
Saved in:
18
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:
19
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:
20
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:
21
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:
22
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:
23
Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
Nowman, Kalid Ben
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1069-1078
Persistent link: https://www.econbiz.de/10009317436
Saved in:
24
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:
25
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:
26
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:
27
Re-examining purchasing power parity for East-Asian currencies : 1976 - 2002
Baharumshah, Ahmad Zubaidi
;
Haw, Chan Tze
;
Fountas, …
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 75-85
Persistent link: https://www.econbiz.de/10003738990
Saved in:
28
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:
29
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:
30
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:
31
Testing purchasing power parity hypothesis for transition economies
Solakoğlu, Ebru Güven
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 561-568
Persistent link: https://www.econbiz.de/10003320415
Saved in:
32
Testing for purchasing power parity using stationary covariates
Amara, Jomana
;
Papell, David H.
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 29-39
Persistent link: https://www.econbiz.de/10003291779
Saved in:
33
Testing for symmetry and proportionality in a European panel
Coakley, Jerry
;
Snaith, Stuart
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 63-71
Persistent link: https://www.econbiz.de/10003291802
Saved in:
34
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:
35
Purchasing power parity as a long-term memory process : evidence from Canada
Villeneuve, Jean-Francois
;
Handa, Jagdish
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 109-117
Persistent link: https://www.econbiz.de/10003291818
Saved in:
36
Exchange rate misalignment : a new test of long-run PPP based on cross-country data
Yotopoulos, Pan A.
;
Sawada, Yasuyuki
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 127-134
Persistent link: https://www.econbiz.de/10003291842
Saved in:
37
Purchasing power parity in economies in transition : evidence from Central and East European countries
Sideris, Dimitrios
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10003291843
Saved in:
38
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:
39
Special issue: Purchasing power parity and real exchange rates
2006
Persistent link: https://www.econbiz.de/10003291876
Saved in:
40
Testing for symmetry and proportionality in a European panel
Coakley, Jerry
;
Snaith, Stuart
- In:
Applied financial economics
15
(
2005
)
11
,
pp. 745-752
Persistent link: https://www.econbiz.de/10003016834
Saved in:
41
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:
42
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:
43
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:
44
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:
45
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:
46
Time-varying risk components in the single-factor market model : an exact most powerful invariant test
Shively, Philip A.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 945-952
Persistent link: https://www.econbiz.de/10002195483
Saved in:
47
The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo
;
Sørensen, Carsten
- In:
Applied financial economics
13
(
2003
)
5
,
pp. 387-399
Persistent link: https://www.econbiz.de/10001760630
Saved in:
48
Parametric estimation of different interest rate processes
Ioannides, Michalis
;
Skinner, Frank S.
- In:
Applied financial economics
13
(
2003
)
6
,
pp. 431-446
Persistent link: https://www.econbiz.de/10001770760
Saved in:
49
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt
;
Nordman, Niklas
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
Saved in:
50
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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