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Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach
Hou, Ai Jun - In: Journal of international financial markets, … 23 (2013), pp. 12-32
Persistent link: https://www.econbiz.de/10010059699
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Modelling and forecasting short-term interest rate volatility: A semiparametric approach
Hou, Ai Jun; Suardi, Sandy - In: Journal of empirical finance 18 (2011) 4, pp. 692-711
Persistent link: https://www.econbiz.de/10009291031
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SPECIAL ISSUE - PERSPECTIVES ON THE FINANCIAL CRISIS IN ASIA - Moral hazard, asset price bubbles, capital flows, and the East Asian crisis: The first tests
Sarno, L.; Taylor, M.P. - In: Journal of international money and finance 18 (1999) 4, pp. 637-658
Persistent link: https://www.econbiz.de/10006913143
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Real exchange rate behavior in the Middle East: a re-examination
Sarno, L. - In: Economics letters 66 (2000) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10006782200
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Short- and long-run price level uncertainty under different monetary policy regimes: an international comparison
Chadha, J.S.; Sarno, L. - In: Oxford bulletin of economics and statistics 64 (2002) 3, pp. 183-212
Persistent link: https://www.econbiz.de/10006439550
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An empirical investigation of asset price bubbles in Latin American emerging financial markets
Sarno, L.; Taylor, M.P. - In: Applied financial economics 13 (2003) 9, pp. 635-644
Persistent link: https://www.econbiz.de/10007655164
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Exchange rate and interest rate volatility in the European Monetary System: Some further results
Sarno, L. - In: Applied financial economics 7 (1997) 3, pp. 255-264
Persistent link: https://www.econbiz.de/10007701516
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Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity
Sarno, L. - In: Applied economics 29 (1997) 5, pp. 591-606
Persistent link: https://www.econbiz.de/10007702611
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Comparing the accuracy of density forecasts from competing models
Sarno, Lucio; Valente, Giorgio - In: Journal of forecasting 23 (2004) 8, pp. 541-558
Persistent link: https://www.econbiz.de/10006878873
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Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10006884203