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Stochastic volatility in the Spanish stock market: a long memory model with a structural break
Gil-Alana, Luis; Cunado, Juncal; De Gracia, Fernando Perez - In: The European journal of finance 14 (2008) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10007906085
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Stochastic volatility in the Spanish stock market: a long memory model with a structural break
Gil-Alana, Luis; Cunado, Juncal; De Gracia, Fernando Perez - In: The European journal of finance 14 (2008) 1-2, pp. 23-32
Persistent link: https://www.econbiz.de/10007990732
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Mean reversion of short-run interest rates: empirical evidence from new EU countries
Barros, Carlos P.; Gil-Alana, Luis; Matousek, Roman - In: The European journal of finance 18 (2012) 2, pp. 89-108
Persistent link: https://www.econbiz.de/10009826790
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Mean reversion of short-run interest rates : empirical evidence from new EU countries
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Matousek, Roman - In: The European journal of finance 18 (2012) 1/2, pp. 89-107
Persistent link: https://www.econbiz.de/10009565250
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Stochastic volatility in the Spanish stock market : a long memory model with a structural break
Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Perez … - In: The European journal of finance 14 (2008) 1/2, pp. 23-31
Persistent link: https://www.econbiz.de/10003744669
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Testing for persistence in mutual fund performance and ex-post verification problem : evidence from the Greek market
Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: The European journal of finance 14 (2008) 7/8, pp. 735-753
Persistent link: https://www.econbiz.de/10003816554
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Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: The European journal of finance 24 (2018) 1/3, pp. 114-134
Persistent link: https://www.econbiz.de/10012244285