Narrow search
Showing 1 - 9 of 9
Cover Image
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves; Hvozdyk, Lyudmyla; Lahaye, Jérôme - In: Journal of international money and finance 48 (2014), pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Cover Image
Economic policy uncertainty and risk spillovers in the Eurozone
Bernal, Oscar; Gnabo, Jean-Yves; Guilmin, Grégory - In: Journal of international money and finance 65 (2016), pp. 24-45
Persistent link: https://www.econbiz.de/10011668397
Cover Image
Sovereign wealth funds' cross-border investments : assessing the role of country-level drivers and spatial competition
Debarsy, Nicolas; Gnabo, Jean-Yves; Kerkour, Malik - In: Journal of international money and finance 76 (2017), pp. 68-87
Persistent link: https://www.econbiz.de/10011788062
Cover Image
Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - In: Journal of international money and finance 20 (2001) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001546107
Cover Image
Price dynamics under stochastic process switching : some extensions and an application to EMU
De Grauwe, Paul; Dewachter, Hans; Veestraeten, Dirk - In: Journal of international money and finance 18 (1999) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001381556
Cover Image
The cost of technical trading rules in the forex market : a utility-based evaluation
Dewachter, Hans; Lyrio, Marco - In: Journal of international money and finance 25 (2006) 7, pp. 1072-1089
Persistent link: https://www.econbiz.de/10003394348
Cover Image
Price dynamics under stochastic process switching: Some extensions and an application to EMU
Grauwe, P.De; Dewachter, H.; Veestraeten, D. - In: Journal of international money and finance 18 (1999) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10006914517
Cover Image
Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - In: Journal of international money and finance 20 (2001) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10006902049
Cover Image
The cost of technical trading rules in the Forex market: A utility-based evaluation
Dewachter, Hans; Lyrio, Marco - In: Journal of international money and finance 25 (2006) 7, pp. 1072-1089
Persistent link: https://www.econbiz.de/10007384906