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subject:"Germany"
subject:"Schätzung"
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801
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717
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623
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579
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1
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
2
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
3
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
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
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
7
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:
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
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:
14
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:
15
Implied risk aversion and volatility risk premiums
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 59-70
Persistent link: https://www.econbiz.de/10009419575
Saved in:
16
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:
17
Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
Saved in:
18
Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Khemiri, Rim
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10009625405
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
On the relation between the market risk premium and market volatility
Han, Yufeng
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1711-1723
Persistent link: https://www.econbiz.de/10009385036
Saved in:
23
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:
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
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
26
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:
27
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:
28
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:
29
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
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
Fundamental uncertainty and stock market volatility
Arnold, Ivo J. M.
;
Vrugt, Evert B.
- In:
Applied financial economics
18
(
2008
)
16/18
,
pp. 1425-1440
Persistent link: https://www.econbiz.de/10003779549
Saved in:
32
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:
33
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:
34
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:
35
Expiration day effects of index futures and options : evidence from a market with a long settlement period
Alkebäck, Per
;
Hagelin, Niclas
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001971091
Saved in:
36
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:
37
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:
38
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:
39
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:
40
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:
41
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:
42
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:
43
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
Saved in:
44
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
Saved in:
45
The relationship between commercial banks' interest rates and loan sizes : evidence from a small open economy
Moore, W.
;
Craigwell, Roland C.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 257-266
Persistent link: https://www.econbiz.de/10001748448
Saved in:
46
Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
Saved in:
47
A solution to the equity premium and risk-free rate puzzles : an empirical investigation using Japanese data
Maki, Atsushi
;
Sonoda, Tadashi
- In:
Applied financial economics
12
(
2002
)
8
,
pp. 601-612
Persistent link: https://www.econbiz.de/10001677021
Saved in:
48
The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 715-724
Persistent link: https://www.econbiz.de/10001702510
Saved in:
49
SFA, TFA and a new thick frontier : graphical and analytical comparisons
Caudill, Steven B.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 309-317
Persistent link: https://www.econbiz.de/10001688798
Saved in:
50
An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman
;
Murray, Louis
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
Saved in:
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