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Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations
Lim, Guay C. - In: Applied financial economics 8 (1998) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10001244113
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Main bank relationships and underwriter choice
Takaoka, Sumiko; McKenzie, Colin - In: Applied financial economics 24 (2014) 4/6, pp. 413-423
Persistent link: https://www.econbiz.de/10010401962
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Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix; McAleer, Michael - In: Applied financial economics 13 (2003) 8, pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
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Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix; Mcaleer, Michael - In: Applied financial economics 13 (2003) 8, pp. 581-592
Persistent link: https://www.econbiz.de/10007655550
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A market-augmented model for SIMEX Brent crude oil futures contracts
Sequeira, John M.; Mcaleer, Michael - In: Applied financial economics 10 (2000) 5, pp. 543-552
Persistent link: https://www.econbiz.de/10007676914
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Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.; Mcaleer, Michael - In: Applied financial economics 10 (2000) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10007680391
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Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael; Sequeira, John M. - In: Applied financial economics 14 (2004) 13, pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
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Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.; McAleer, Michael - In: Applied financial economics 10 (2000) 3, pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
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Pricing of non-ferrous metals futures on the London Metal Exchange
Watkins, Clinton; Mcaleer, Michael - In: Applied financial economics 16 (2006) 12, pp. 853-880
Persistent link: https://www.econbiz.de/10007631052
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Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
Manera, Matteo; Mcaleer, Michael; Grasso, Margherita - In: Applied financial economics 16 (2006) 7, pp. 525-534
Persistent link: https://www.econbiz.de/10007633631