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Estimation
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Caporale, Guglielmo Maria
139
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131
Heckman, James J.
65
Pierdzioch, Christian
61
McAleer, Michael
56
Hautsch, Nikolaus
54
Wohar, Mark E.
54
Belke, Ansgar
45
Bohl, Martin T.
45
Pesaran, M. Hashem
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42
Stulz, René M.
41
Cheung, Yin-Wong
40
Engle, Robert F.
40
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37
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Timmermann, Allan
37
Bollerslev, Tim
36
Campbell, John Y.
36
Bali, Turan G.
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Bloom, Nicholas
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Härdle, Wolfgang
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34
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Basu, Susanto
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Massa, Massimo
32
Balcilar, Mehmet
31
Neumark, David
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Walker, Reed
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Lettau, Martin
30
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Shapiro, Joseph S.
30
Eichenbaum, Martin S.
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Lo, Andrew W.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
111
The journal of futures markets
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Economics letters
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International review of financial analysis
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Journal of applied econometrics
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Journal of empirical finance
99
Journal of econometrics
97
The review of financial studies
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Journal of political economy
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ECONIS (ZBW)
22,243
EconStor
1
ArchiDok
1
RePEc
1
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date (oldest first)
1
The effects of market segmentation and investor recognition on asset prices : evidence from foreign stocks listing in the US
Foerster, Stephen Robert
;
Karolyi, G. Andrew
-
1998
Persistent link: https://www.econbiz.de/10000996618
Saved in:
2
Intensifying international linkage of stock prices : cointegration and VEC analysis
Hirayama, Kenjiro
- In:
Ōsaka Daigaku keizaigaku
48
(
1998
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001254914
Saved in:
3
The link between volatility and correlation in international stock markets : an empirical analysis with particular reference to crash periods
Moro Visconti, Roberto
- In:
Rivista internazionale di scienze sociali
102
(
1994
)
2
,
pp. 175-221
Persistent link: https://www.econbiz.de/10001177235
Saved in:
4
An empirical analysis of the capital markets' response to cataclysmic events
Chen, Andrew H.
(
contributor
);
Siems, Thomas F.
(
contributor
)
- In:
The economic consequences of global terrorism
.
2002
Persistent link: https://www.econbiz.de/10001696477
Saved in:
5
Price interactions in a sequential global market : evidence from the cross-listed stocks
Eun, Cheol S.
- In:
European financial management : the journal of the …
3
(
1997
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001223622
Saved in:
6
Common volatility in the industrial structure of global capital markets
Arshanapalli, Bala Gangadhar
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 189-209
Persistent link: https://www.econbiz.de/10001225599
Saved in:
7
Dynamische Zusammenhänge zwischen den Kapitalmärkten der Region Pazifisches Becken vor und nach der Asiatischen Krise 1997
Achsani, Noer Azam
;
Strohe, Hans Gerhard
-
2002
Persistent link: https://www.econbiz.de/10001666556
Saved in:
8
Australian financial market volatility : an exploration of cross-country and cross-market linkages
Kortian, Tro
;
O'Regan, James
-
1996
Persistent link: https://www.econbiz.de/10000956668
Saved in:
9
International stock return predictability under model uncertainty
Schrimpf, Andreas
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1256-1282
Persistent link: https://www.econbiz.de/10009239675
Saved in:
10
Simultaneous stochastic volatility transmission across American equity markets
Weber, Enzo
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009721374
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