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The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate
Eichler, Stefan - In: Applied financial economics 22 (2012) 13/15, pp. 1215-1232
Persistent link: https://www.econbiz.de/10009625379
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Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K. - In: Applied financial economics 19 (2009) 4/6, pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...
Persistent link: https://www.econbiz.de/10009535779
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Currency crises : in search of common elements
Aziz, Jahangir; Caramazza, Francesco; Salgado, Ranil - 2000
Persistent link: https://www.econbiz.de/10001503368
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Emerging markets crisis : an asset markets perspective
Caballero, Ricardo J.; Krishnamurthy, Arvind - 1999
Persistent link: https://www.econbiz.de/10001427889
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Currency crises in developed and emerging market economies : a comparative empirical treatment
Fontaine, Thomson - 2005
Persistent link: https://www.econbiz.de/10002652894
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Contagion : monsoonal effects, spillovers, and jumps between multiple equilibria
Masson, Paul R. - 1998
Persistent link: https://www.econbiz.de/10000997166
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Technical analysis, trading volume and market efficiency : evidence from an emerging market
Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365
Persistent link: https://www.econbiz.de/10001226982
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Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
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Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.; Torricelli, Costanza - In: Applied financial economics 23 (2013) 22/24, pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258