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Applied financial economics
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1
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
2
An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 475-481
Persistent link: https://www.econbiz.de/10009718889
Saved in:
3
Dynamic correlations between REIT sub-sectors and the implications for diversification
Chong, James
;
Krystalogianni, Alexandra
;
Stevenson, Simon
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1089-1109
Persistent link: https://www.econbiz.de/10009625468
Saved in:
4
Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón
;
Morales Zumaquero, Amalia
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
Saved in:
5
Dynamic correlation analysis of US financial crisis and contagion : evidence from four OECD countries
Min, Hong-ghi
;
Hwang, Young-soon
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 2063-2074
Persistent link: https://www.econbiz.de/10009719300
Saved in:
6
Dynamic correlation between stock prices and exchange rates
Lee, Chia-hao
;
Doong, Shuh-chyi
;
Chou, Pei-i
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 789-800
Persistent link: https://www.econbiz.de/10009231590
Saved in:
7
Asymmetric correlations in equity returns : a fundamental-based explanation
Ding, Liang
;
Miyake, Hiroyoki
;
Zou, Hao
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 389-399
Persistent link: https://www.econbiz.de/10009124543
Saved in:
8
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:
9
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:
10
Nonfundamentals and value returns
Chiang, Kevin C. H.
;
Kozhevnikov, Kirill
;
Wisen, Craig H.
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1075-1083
Persistent link: https://www.econbiz.de/10003590475
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11
Intraday pattern in liquidity covariation : evidence from NYSE listed firms
Saad, Mohsen M.
;
Darrat, Ali F.
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 913-919
Persistent link: https://www.econbiz.de/10003538069
Saved in:
12
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
13
Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.
;
Laws, Jason
;
Evans, Ben
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
Saved in:
14
International correlations across stock markets and industries : trends and patterns 1988 - 2002
Yang, Li
;
Tapon, Francis
;
Sun, Yiguo
- In:
Applied financial economics
16
(
2006
)
16
,
pp. 1171-1183
Persistent link: https://www.econbiz.de/10003387369
Saved in:
15
A different approach to estimating betas of securities subject to thin trading and serial correlation
Wang, Peijie
;
Jones, Trefor T.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1145-1152
Persistent link: https://www.econbiz.de/10003213513
Saved in:
16
Free trade agreements and equity market integration : the case of the US and Jordan
Maghyereh, Aktham I.
;
Al-Zuobi, Hiatham
- In:
Applied financial economics
15
(
2005
)
14
,
pp. 995-1005
Persistent link: https://www.econbiz.de/10003177481
Saved in:
17
Correlations, integration and Hansen-Jagannathan bounds
Ragunathan, Vanitha
;
Faff, Robert W.
;
Brooks, Robert
- In:
Applied financial economics
14
(
2004
)
16
,
pp. 1167-1180
Persistent link: https://www.econbiz.de/10002409057
Saved in:
18
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
Saved in:
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