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~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Exchange rate"
~subject:"Theory"
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Search: subject_exact:"Aktienindex"
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Exchange rate
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Aktienindex
58
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26
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Mitra, Rajarshi
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Economic modelling
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The empirical economics letters : a monthly international journal of economics
Applied financial economics
21
Journal of banking & finance
14
Applied economics letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
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11
The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
18
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1
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
2
Currency appreciation and stock transactions in Australia
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
19
(
2020
)
4
,
pp. 281-290
Persistent link: https://www.econbiz.de/10012596262
Saved in:
3
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 118-128
Persistent link: https://www.econbiz.de/10011987688
Saved in:
4
Stock transactions and financial integration in Luxembourg
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1289-1295
Persistent link: https://www.econbiz.de/10012006851
Saved in:
5
Beating the market index
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
17
(
2018
)
12
,
pp. 1433-1440
Persistent link: https://www.econbiz.de/10012006975
Saved in:
6
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
7
Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.
;
Kouassi, Eugène
- In:
The empirical economics letters : a monthly …
15
(
2016
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10011579682
Saved in:
8
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
9
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
10
An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
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