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Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
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Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10006269872
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Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
Brooks, Chris; Henry, Olan T. - In: Economic modelling 17 (2000) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10006283495
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House price dynamics and their reaction to macroeconomic changes
Nneji, Ogonna; Brooks, Chris; Ward, Charles W.R. - In: Economic modelling 32 (2013), pp. 172-178
Persistent link: https://www.econbiz.de/10010109559
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Futures basis, inventory and commodity price volatility: An empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2664
Persistent link: https://www.econbiz.de/10010032219
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House price dynamics and their reaction to macroeconomic changes
Nneji, Ogonna; Brooks, Chris; Ward, Charles W. R. - In: Economic modelling 32 (2013), pp. 172-178
Persistent link: https://www.econbiz.de/10009760663
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Does air pollution induce international migration? : new evidence from Chinese residents
Ma, Shuang; Li, Xueluan; Li, Ding; Guo, Huanxiu - In: Economic modelling 120 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014384159
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US economic policy uncertainty and co-movements between Chinese and US stock markets
Li, Xiaoming; Peng, Lu - In: Economic modelling 61 (2017), pp. 27-39
Persistent link: https://www.econbiz.de/10011736687