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A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen; Oehme, Toni; Rösch, Daniel; Scheule, … - In: Journal of empirical finance 47 (2018), pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
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Common influences, spillover and integration in Chinese stock markets
Weber, Enzo; Zhang, Yanqun - In: Journal of empirical finance 19 (2012) 3, pp. 382-394
Persistent link: https://www.econbiz.de/10009615675
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Coincident and leading indicators of the stock market
Chauvet, Marcelle; Potter, Simon M. - In: Journal of empirical finance 7 (2000) 1, pp. 87-111
Persistent link: https://www.econbiz.de/10001511701
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Economic determinants of evolution in international stock market integration
Bracker, Kevin; Docking, Diane Scott; Koch, Paul Douglas - In: Journal of empirical finance 6 (1999) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001426347
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An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.; Verbeek, Marno - In: Journal of empirical finance 6 (1999) 3, pp. 243-265
Persistent link: https://www.econbiz.de/10001426363
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The behaviour of some UK equity indices : an application of Hurst and BDS tests
Opong, Kwaku K. (contributor) - In: Journal of empirical finance 6 (1999) 3, pp. 267-282
Persistent link: https://www.econbiz.de/10001426365
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Mean reversion in Southeast Asian stock markets
Malliaropulos, Dimitrios; Priestley, Richard - In: Journal of empirical finance 6 (1999) 4, pp. 355-384
Persistent link: https://www.econbiz.de/10001426371
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - In: Journal of empirical finance 8 (2001) 3, pp. 243-271
Persistent link: https://www.econbiz.de/10001587064
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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
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Income inequality : the aftermath of stock market liberalization in emerging markets
Das, Mitali; Mohapatra, Sanket - In: Journal of empirical finance 10 (2003) 1/2, pp. 217-248
Persistent link: https://www.econbiz.de/10001752093