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subject:"Theorie"
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382
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105
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51
Testing for price bubbles : the case of transition economy
Garvalova, Maria N.
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10001526624
Saved in:
52
Macroeconomic determinants of long-term stock market comovements among major EMS countries
Cheung, Yin-Wong
;
Lai, Kon S.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001363842
Saved in:
53
Business cycle asymmetry and the stock market
Silvapulle, Paramsothy
;
Silvapulle, Mervyn Joseph
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 109-115
Persistent link: https://www.econbiz.de/10001363846
Saved in:
54
Variance decomposition of stock returns and dividend imputation system
Wu, Ping X.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 539-543
Persistent link: https://www.econbiz.de/10001525261
Saved in:
55
Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui
;
Lam, Kin
;
Li, Wai Keung
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
Saved in:
56
Unexpected inflation, inflation uncertainty, and stock returns
Lee, Kiseok
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 315-328
Persistent link: https://www.econbiz.de/10001454597
Saved in:
57
Net economic gain from diversification in the commercial banking industry
Obaidan, Abdullah M. al
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 343-354
Persistent link: https://www.econbiz.de/10001454656
Saved in:
58
Price discovery in cash and futures interest rate markets in New Zealand
Poskitt, Russell
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001454657
Saved in:
59
The information content of the German term structure regarding inflation
Schich, Sebastian T.
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 385-395
Persistent link: https://www.econbiz.de/10001454667
Saved in:
60
Selecting hedge ratio maximizing utility or adjusting portfolio's beta
Boveroux, Philippe
;
Minguet, Albert
- In:
Applied financial economics
9
(
1999
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10001454690
Saved in:
61
A theory of IPO pricing with tender prices
Lim, Kian-Guan
;
Ng, Edward H. K.
- In:
Applied financial economics
9
(
1999
)
5
,
pp. 433-442
Persistent link: https://www.econbiz.de/10001454696
Saved in:
62
Stocks and currencies : are they related?
Ong, Li Lian
;
Izan, H. Y.
- In:
Applied financial economics
9
(
1999
)
5
,
pp. 523-532
Persistent link: https://www.econbiz.de/10001455012
Saved in:
63
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Saved in:
64
Speed of adjustment to the long-run equilibrium : an application with US stock price and dividend data
Saltoglu, Burak
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 367-375
Persistent link: https://www.econbiz.de/10001363509
Saved in:
65
Testing the conditional CAPM using multivariate GARCH-M
Hansson, Björn
;
Hördahl, Peter
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 377-388
Persistent link: https://www.econbiz.de/10001363511
Saved in:
66
Continuous-time short term interest rate models
Nowman, K. Ben
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 401-407
Persistent link: https://www.econbiz.de/10001363514
Saved in:
67
Short and long-run dependence in Swedish stock returns
Berg, Lennart
;
Lyhagen, Johan
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 435-443
Persistent link: https://www.econbiz.de/10001363520
Saved in:
68
A note on Credit Union reserve ratios and asset growth
Jefferson, C. W.
;
Spencer, J. E.
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 455-458
Persistent link: https://www.econbiz.de/10001363719
Saved in:
69
Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.
;
Tsou, Glenn Yu-Gen
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
Saved in:
70
A comparison of short-term interest rate models : empirical tests of interest rate volatility
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 505-512
Persistent link: https://www.econbiz.de/10001363824
Saved in:
71
The effectiveness of tightening illegal insider trading regulation : the case of corporate takeovers
Boardman, Anthony
;
Liu, Z. Stuart
;
Sarnat, Marshall
; …
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 519-531
Persistent link: https://www.econbiz.de/10001363827
Saved in:
72
Estimating structural exchange rate models by artificial neural networks
Plasmans, Joseph
;
Verkooijen, William
;
Daniels, Hennie
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 541-551
Persistent link: https://www.econbiz.de/10001363830
Saved in:
73
A decomposition of the term structure model of Heath, Jarrow and Morton
Guo, Chen
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 111-118
Persistent link: https://www.econbiz.de/10001244130
Saved in:
74
Extreme events from the return-volume process : a discretization approach for complexity reduction
Bühlmann, Peter
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10001244166
Saved in:
75
The expected favourableness of dividend signals, the direction of dividend change and the signalling role of dividend announcements
Elfakhani, Said
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 221-230
Persistent link: https://www.econbiz.de/10001244170
Saved in:
76
Managerial objectives in Japanese banking : a test of the expense preference hypothesis
Izawa, Hiroshi
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 89-99
Persistent link: https://www.econbiz.de/10001240657
Saved in:
77
A numerical analysis of the monetary aspects of the Japanese economy : the cash-in-advance approach
Hamori, Shigeyuki
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001240705
Saved in:
78
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
79
Cross-border mergers and acquisitions : maximizing the value of the firm
Gonzalez, Pedro
(
contributor
)
- In:
Applied financial economics
7
(
1997
)
3
,
pp. 295-305
Persistent link: https://www.econbiz.de/10001227551
Saved in:
80
ARCH modelling of Australian bilateral exchange rate data
McKenzie, Michael D.
- In:
Applied financial economics
7
(
1997
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10001227575
Saved in:
81
Stylized facts on the temporal and distributional properties of daily FT-SE returns
Mills, Terence C.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 599-604
Persistent link: https://www.econbiz.de/10001240571
Saved in:
82
The information on inflation in the Australian term structure
Alles, Lakshman
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 721-730
Persistent link: https://www.econbiz.de/10001240744
Saved in:
83
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Saved in:
84
The impact of settlement time on the volatility of stock markets
Li, Dong
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 689-694
Persistent link: https://www.econbiz.de/10001240752
Saved in:
85
Stock return predictability or mismeasured risk?
Clare, Andrew D.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
Saved in:
86
The demand for international liquidity : a cointegration approach
Karfakis, Costas I.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 673-678
Persistent link: https://www.econbiz.de/10001240786
Saved in:
87
Long memory in the Canadian stock market
Beveridge, Steve
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 667-672
Persistent link: https://www.econbiz.de/10001240788
Saved in:
88
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
89
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
Saved in:
90
Nonlinear dynamics and daily stock returns on the Taiwan Stock Exchange
Chyi, Yih-luan
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 619-634
Persistent link: https://www.econbiz.de/10001240812
Saved in:
91
The monetary exchange rate model within the ERM : cointegration tests and implications concerning the German dominance hypothesis
Kanas, Angelos
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 587-598
Persistent link: https://www.econbiz.de/10001240816
Saved in:
92
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Saved in:
93
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
Saved in:
94
Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints
Wirjanto, Tony S.
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 107-114
Persistent link: https://www.econbiz.de/10001219229
Saved in:
95
A further examination of the effect of diversification on the stability of portfolio betas
Brooks, Robert
(
contributor
)
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 9-14
Persistent link: https://www.econbiz.de/10001219247
Saved in:
96
The monetary approach to the exchange rate : long-run relationships, coefficient restrictions and temporal stability of the Greek drachma
Diamandis, Panayotis F.
- In:
Applied financial economics
6
(
1996
)
4
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001207516
Saved in:
97
Stock returns, real activities and temporary and persistent inflation
Lee, Kiseok
- In:
Applied financial economics
6
(
1996
)
5
,
pp. 433-441
Persistent link: https://www.econbiz.de/10001212788
Saved in:
98
A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A.
- In:
Applied financial economics
6
(
1996
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
Saved in:
99
Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share
Guerard, John Baynard
(
contributor
)
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 113-119
Persistent link: https://www.econbiz.de/10001181317
Saved in:
100
Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
Saved in:
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