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subject:"Japan"
subject:"Estimation"
~isPartOf:"International journal of finance & economics : IJFE"
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Caporale, Guglielmo Maria
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International journal of finance & economics : IJFE
Discussion paper series / IZA
231
Applied economics
134
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129
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112
NBER working paper series
103
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89
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42
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34
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32
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31
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31
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30
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27
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26
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1
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
2
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
Bubble tests in the London housing market : a borough level analysis
Petris, Panagiotis
;
Dotsis, George
;
Alexakis, Panayotis
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1044-1063
Persistent link: https://www.econbiz.de/10012814975
Saved in:
5
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
6
Inflation in the G7 and the expected time to reach the reference rate : a nonparametric approach
Cabral, Inês da Cunha
;
Nicolau, João
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1608-1620
Persistent link: https://www.econbiz.de/10013184363
Saved in:
7
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
8
Examining the relationship between unconventional monetary policy and exchange rate movements : empirical evidence from United States quantitative easing
Masoud, Serag
;
Bein, Murad A.
;
Khalifa, Wagdi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3444-3458
Persistent link: https://www.econbiz.de/10013329876
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
10
Panel data models and the uncovered interest parity condition : the role of two-way unobserved components
Herger, Nils
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011560517
Saved in:
11
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
12
Predicting nominal exchange rate movements using skewness information from options prices
Ratcliff, Ryan
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10008702364
Saved in:
13
An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000
Gettinby, G. D.
;
Sinclair, C. Donald
;
Power, David M.
; …
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 97-113
Persistent link: https://www.econbiz.de/10003322571
Saved in:
14
Real exchange rate fluctuations and monetary shocks : a revisit
Chen, Shiu-sheng
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 25-32
Persistent link: https://www.econbiz.de/10001904972
Saved in:
15
Day-of-week effects in tests of forward foreign exchange rate unbiasedness
Boucher Breuer, Janice
- In:
International journal of finance & economics : IJFE
4
(
1999
)
3
,
pp. 193-204
Persistent link: https://www.econbiz.de/10001434332
Saved in:
16
Quasi purchasing power parity
Hegwood, Natalie D.
;
Papell, David H.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 279-289
Persistent link: https://www.econbiz.de/10001434227
Saved in:
17
Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
Saved in:
18
Testing the expectations hypothesis of the term structure using instrumental variables
Driffill, John
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 321-325
Persistent link: https://www.econbiz.de/10001434233
Saved in:
19
The term structure of interest rates and financial integration in the ERM
Holmes, Mark J.
- In:
International journal of finance & economics : IJFE
2
(
1997
)
3
,
pp. 237-247
Persistent link: https://www.econbiz.de/10001227631
Saved in:
20
The motives for corporate hedging among UK multinationals
Joseph, Nathan Lael
- In:
International journal of finance & economics : IJFE
2
(
1997
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10001227645
Saved in:
21
Real interest differentials and macro fundamentals : empirical estimates
Blake, Robert E.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10001201874
Saved in:
22
Economic factors and stock markets : empirical evidence from the UK and the US
Cheng, Arnold C. S.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 287-302
Persistent link: https://www.econbiz.de/10001211525
Saved in:
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