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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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Riding a wave : the Company's role in the South Sea Bubble
Kleer, Richard A. - In: The economic history review : a journal of economic and … 68 (2015) 1, pp. 264-285
Persistent link: https://www.econbiz.de/10011344702
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Short- and long-term links among European and US stock markets
Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001363833
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Forecasting UK stock prices
Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Stock returns and real activity : is there still a connection?
Binswanger, Mathias - In: Applied financial economics 10 (2000) 4, pp. 379-387
Persistent link: https://www.econbiz.de/10001526315
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The micro-foundations of the early London capital market : Bank of England shareholders during and after the South Sea bubble, 1720-25
Carlos, Ann M.; Neal, Larry - In: The economic history review : a journal of economic and … 59 (2006) 3, pp. 498-538
Persistent link: https://www.econbiz.de/10003351952
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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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Behaviour of stock markets' memories
Mohammadi, Shapour; Pouyanfar, Ahmad - In: Applied financial economics 21 (2011) 1/3, pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
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Are stock prices in the US nonstationary? : evidence from contemporary unit root tests
Murthy, Vasudeva; Washer, Kenneth; Wingender, John R. - In: Applied financial economics 21 (2011) 22/24, pp. 1703-1709
Persistent link: https://www.econbiz.de/10009385050