Narrow search
Showing 1 - 10 of 90
Cover Image
Foreign investment, regulation, volatility spillovers between the futures and spot markets : evidence from Taiwan
Kuo, Wen-Hsiu; Hsu, Hsinan; Chiang, Min-Hsien - In: Applied financial economics 18 (2008) 4/6, pp. 421-430
Persistent link: https://www.econbiz.de/10003739137
Cover Image
Exchange rate and interest rate volatility in the European monetary system : some further results
Sarno, Lucio - In: Applied financial economics 7 (1997) 3, pp. 255-263
Persistent link: https://www.econbiz.de/10001227556
Cover Image
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M. - In: Applied financial economics 7 (1997) 6, pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Cover Image
Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole; Kutan, Ali Mustafa - In: Applied financial economics 13 (2003) 9, pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Cover Image
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Cover Image
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos; Christou, Christina; Payne, James E. - In: Applied financial economics 24 (2014) 10/12, pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Cover Image
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo; Caggese, Andrea - In: Applied financial economics 10 (2000) 3, pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
Cover Image
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 4, pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Cover Image
Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.; Tsou, Glenn Yu-Gen - In: Applied financial economics 8 (1998) 5, pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
Cover Image
A comparison of short-term interest rate models : empirical tests of interest rate volatility
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 5, pp. 505-512
Persistent link: https://www.econbiz.de/10001363824