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The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Bohl, Martin T.; Reher, Gerrit; Wilfling, Bernd - In: Economic modelling 58 (2016), pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
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Exchange rate exposure at the firm and industry levels: Evidence from Turkey
Akay, Gokhan H.; Cifter, Atilla - In: Economic modelling 43 (2014), pp. 426-434
Persistent link: https://www.econbiz.de/10010503034
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The impact of interest rate and exchange rate volatility on banks' stock returns and volatility : evidence from Turkey
Kasman, Saadet; Vardar, Gülin; Tunç, Gökçe - In: Economic modelling 28 (2011) 3, pp. 1328-1334
Persistent link: https://www.econbiz.de/10009272163
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Durable consumption and asset returns : cointegration analysis
Chen, Guojin; Hong, Zhiwu; Ren, Yu - In: Economic modelling 53 (2016), pp. 231-244
Persistent link: https://www.econbiz.de/10011641014
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Fiscal policy and stock market efficiency : an ARDL Bounds Testing approach
Stoian, Andreea; Iorgulescu, Filip - In: Economic modelling 90 (2020), pp. 406-416
Persistent link: https://www.econbiz.de/10012428935
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Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Economic modelling 49 (2015), pp. 407-418
Persistent link: https://www.econbiz.de/10011439598