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Applied financial economics
ICMA Centre Discussion Papers in Finance
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Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 145-153
Persistent link: https://www.econbiz.de/10001244119
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2
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
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3
Long memory in stock-returns : some international evidence
Henry, Ólan Thomas John
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 725-729
Persistent link: https://www.econbiz.de/10001702512
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4
Testing for non-linearity in daily sterling exchange rates
Brooks, Chris
- In:
Applied financial economics
6
(
1996
)
4
,
pp. 307-317
Persistent link: https://www.econbiz.de/10001207521
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5
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris
;
Garrett, Ian
;
Hinich, Melvin J.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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6
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
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7
What will be the risk-free rate and benchmark yield curve following European monetary union
Brooks, Chris
;
Skinner, Frank S.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10001525805
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8
The long-run performance of IPOs : the case of the Stock Exchange of Mauritius
Agathee, Ushad Subadar
;
Sannassee, Raja Vinesh
;
Brooks, …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1123-1145
Persistent link: https://www.econbiz.de/10010418946
Saved in:
9
What will be the risk-free rate and benchmark yield curve following European monetary union?
Brooks, C.
;
Skinner, F.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10007681339
Saved in:
10
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, C.
;
Garrett, I.
;
Hinich, M.J.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 605-614
Persistent link: https://www.econbiz.de/10007683206
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