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Euro money market spreads during the 2007 - ? financial crisis
Cassola, Nuno; Morana, Claudio - In: Journal of empirical finance 19 (2012) 4, pp. 548-557
Persistent link: https://www.econbiz.de/10009615662
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Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Journal of empirical finance 48 (2018), pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - In: Journal of empirical finance 22 (2013), pp. 94-112
Persistent link: https://www.econbiz.de/10009768422
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Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María; Henry, Ólan Thomas John; … - In: Journal of empirical finance 71 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
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Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias; Weiß, Gregor; Wied, Dominik - In: Journal of empirical finance 32 (2015), pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
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Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79
Persistent link: https://www.econbiz.de/10011300504
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Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri - In: Journal of empirical finance 40 (2017), pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - In: Journal of empirical finance 38 (2016), pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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Can investor sentiment be a momentum time-series predictor? : evidence from China
Han, Xing; Li, Youwei - In: Journal of empirical finance 42 (2017), pp. 212-239
Persistent link: https://www.econbiz.de/10011808570