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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
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An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
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4
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
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Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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The determinants of corporate capital structure : Japanese evidence
Allen, David E.
- In:
Applied economics
21
(
1989
)
5
,
pp. 569-585
Persistent link: https://www.econbiz.de/10001070438
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Trade financing procedures in Britain and Japan
Allen, David E.
- In:
Applied economics
19
(
1987
)
6
,
pp. 711-728
Persistent link: https://www.econbiz.de/10001047425
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Purchaising power parity : evidence from a new panel test
McDonald, Garry A.
;
Allen, David E.
;
Cruickshank, S.
- In:
Applied economics
34
(
2002
)
11
,
pp. 1319-1324
Persistent link: https://www.econbiz.de/10001687910
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9
Forecasting profitability and earnings : a study of the UK market (1982 - 2000)
Allen, David E.
;
Salim, H. M.
- In:
Applied economics
37
(
2005
)
17
,
pp. 2009-2018
Persistent link: https://www.econbiz.de/10003143078
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10
Testing long-run neutrality using intra-year data
Leong, Kenneth
;
McAleer, Michael
- In:
Applied economics
32
(
2000
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001466804
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