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A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
Asako, Kazumi; Liu, Zhentao - In: Journal of banking & finance 37 (2013) 7, pp. 2639-2651
Persistent link: https://www.econbiz.de/10009760568
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Wall Street's bailout bet : market reactions to house price releases in the presence of bailout expectations
Löffler, Gunter; Posch, Peter N. - In: Journal of banking & finance 37 (2013) 12, pp. 5147-5158
Persistent link: https://www.econbiz.de/10010342760
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Structural breaks in the real exchange rate adjustment mechanism
Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134
We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....
Persistent link: https://www.econbiz.de/10003825837
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A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de - In: Journal of banking & finance 16 (1992) 1, pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
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When does the stock market listen to economic news? : new evidence from copulas and news wires
Medovikov, Ivan - In: Journal of banking & finance 65 (2016), pp. 27-40
Persistent link: https://www.econbiz.de/10011634320
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Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua - In: Applied financial economics 7 (1997) 6, pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
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Regularities in the data between major equity markets : evidence from Granger causality tests
Smith, Kenneth L. - In: Applied financial economics 3 (1993) 1, pp. 55-60
Persistent link: https://www.econbiz.de/10001145266
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Is there a monthly effect in stock market returns? : evidence from foreign countries
Jaffe, Jeffrey F. - In: Journal of banking & finance 13 (1989) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10001069318
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Management buyout announcements and securities returns in the UK : further evidence for the period 1981 - 91
Saadouni, Brahim - In: Applied financial economics 5 (1995) 4, pp. 243-250
Persistent link: https://www.econbiz.de/10001186665
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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753