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Unravelling financial market linkages during crises
Dungey, Mardi; Martin, Vance L. - In: Journal of applied econometrics 22 (2007) 1, pp. 89-120
Persistent link: https://www.econbiz.de/10007613978
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Unravelling financial market linkages during crises
Dungey, Mardi H.; Martin, Vance - In: Journal of applied econometrics 22 (2007) 1, pp. 89-119
Persistent link: https://www.econbiz.de/10003448512
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A non-linear model of the real US UK exchange rate
Creedy, John - In: Journal of applied econometrics 11 (1996) 6, pp. 669-686
Persistent link: https://www.econbiz.de/10001211069
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Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.; Martin, Gael M.; Martin, Vance - In: Journal of applied econometrics 20 (2005) 3, pp. 377-404
Persistent link: https://www.econbiz.de/10002807211
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Modelling large open economies with international linkages : the USA and Euro area
Dungey, Mardi H.; Osborn, Denise R. - In: Journal of applied econometrics 29 (2014) 3, pp. 377-393
Persistent link: https://www.econbiz.de/10010414890