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Nonlinear interrelations between ADRs and their underlying stocks revisited : application of threshold VECM
Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 16/18, pp. 1867-1873
Persistent link: https://www.econbiz.de/10003932657
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Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
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Purchasing power parity under high and low volatility regimes
Li, Ming-yuan Leon - In: Applied economics letters 14 (2007) 7/9, pp. 581-589
Persistent link: https://www.econbiz.de/10003512270
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Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon; Lin, Hsiou-wei William - In: Applied economics letters 11 (2004) 11, pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
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The performance of the Markov-switching model on business cycle identification revisited
Li, Ming-yuan Leon; Lin, Hsiou-wei William; Hsiu-Hua, Rau - In: Applied economics letters 12 (2005) 8, pp. 513-520
Persistent link: https://www.econbiz.de/10002983016