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Credit spreads on government bonds

Kan, Kamhon - In: Applied financial economics 8 (1998) 3, pp. 301-313

Persistent link: https://www.econbiz.de/10001244163

Testing the expectations model of the term structure in times of financial transition

McDermott, C. John - In: Applied financial economics 8 (1998) 6, pp. 663-669

Persistent link: https://www.econbiz.de/10001253245

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

A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages

Masih, Abdul Mansur M. - In: Applied financial economics 7 (1997) 1, pp. 59-74

Persistent link: https://www.econbiz.de/10001219239

Third country news in the monetary model of the exchange rate

Jackson, John D.; Thompson, Henry; Zheng, Juliet - In: Applied financial economics 15 (2005) 11, pp. 757-764

Persistent link: https://www.econbiz.de/10003016838

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

The efficiency of stock and options markets : tests based on 1992 UK election opinion polls

Ap Gwilym, Owain - In: Applied financial economics 4 (1994) 5, pp. 345-354

Persistent link: https://www.econbiz.de/10001173615

Technical analysis versus market efficiency : a genetic programming approach

Fyfe, Colin; Marney, John Paul; Tarbert, Heather F. E. - In: Applied financial economics 9 (1999) 2, pp. 183-191

Persistent link: https://www.econbiz.de/10001454318

Examining market efficiency for large and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 7/9, pp. 735-744

This article uses parametric and nonparametric Variance Ratio (VR) tests of Lo and Mackinlay (1988) and Wright (2000) to re-examine the weak-form Efficient Market Hypothesis (EMH) for the large- and small-capitalization stock indices of TOPIX (Tokyo Stock Price Index) and FTSE (Financial Times...

Persistent link: https://www.econbiz.de/10003842695

The structure of retail markets : what do we learn from bank-specific rates?

Heffernan, Shelagh A.; Fu, Xiaoqing - In: Applied financial economics 19 (2009) 22/24, pp. 1873-1884

market for the period 1993 to 2004. Using panel data estimation methods, both the Market Power (MP) and Efficient …

Persistent link: https://www.econbiz.de/10003921099