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Mean and volatility spillover effects in the US and Pacific-Basin stock markets
Liu, Y. Angela; Pan, Ming-Shiun - In: Multinational finance journal : MF ; quarterly … 1 (1997) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10001443878
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Fractional cointegration, long memory, and exchange rate dynamics
Pan, Ming-Shiun; Liu, Y. Angela - In: International review of economics & finance : IREF 8 (1999) 3, pp. 305-316
Persistent link: https://www.econbiz.de/10001427873
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Common stochastic trends and volatility in Asian-Pacific equity markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: Global finance journal 10 (1999) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10001493037
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Market efficiency and cointegration : some evidence in Pacific-Basin black exchange markets
Chan, Kam C. - In: Journal of economics and finance 21 (1997) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001248744
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International transmission of stock price movements : evidence from the US and five Asian-Pacific markets
Liu, Y. Angela - In: Journal of economics and finance 22 (1998) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10001249947
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The distribution of currency futures price changes : a two-piece mixture of normals approach
Pan, Ming-Shiun - In: International review of economics & finance : IREF 4 (1995) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001178037
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An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries
Pan, Ming-Shiun - In: International review of economics & finance : IREF 5 (1996) 2, pp. 175-185
Persistent link: https://www.econbiz.de/10001208605
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Market efficiency and cointegration tests for foreign currency futures markets
Chan, Kam C. - In: Journal of international financial markets, … 2 (1992) 1, pp. 79-89
Persistent link: https://www.econbiz.de/10001127305
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An empirical analysis of stock prices in major Asian markets and the United States
Chan, Kam C. - In: The financial review : the official publication of the … 27 (1992) 2, pp. 289-307
Persistent link: https://www.econbiz.de/10001143745
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On market efficiency of Asian foreign exchange rates : evidence from a joint variance ratio test and technical trading rules
Lee, Chun I.; Pan, Ming-Shiun; Liu, Y. Angela - In: Journal of international financial markets, … 11 (2001) 2, pp. 199-214
Persistent link: https://www.econbiz.de/10001575255