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Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Paramsothy - In: Applied financial economics 18 (2008) 4/6, pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
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Are prolonged conflict and tension deterrents for stock market integration? : the case of Sri Lanka
Sriananthakumar, Sivagowry; Narayan, Seema - In: International review of economics & finance : IREF 39 (2015), pp. 504-520
Persistent link: https://www.econbiz.de/10011572507
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The influence of terrorism risk on stock market integration : evidence from eight OECD countries
Narayan, Seema; Le, T.-H.; Sriananthakumar, Sivagowry - In: International review of financial analysis 58 (2018), pp. 274-259
Persistent link: https://www.econbiz.de/10012006460
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A test of the cost-of-carry relationship using the London Metal Exchange lead contract
Heaney, Richard A. - In: The journal of futures markets 18 (1998) 2, pp. 177-200
Persistent link: https://www.econbiz.de/10001239193
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An examination of the relationship between Australian industry equity returns and expected inflation
Faff, Robert W.; Heaney, Richard A. - In: Applied economics 31 (1999) 8, pp. 915-933
Persistent link: https://www.econbiz.de/10001438435
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An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A. - 1997
Persistent link: https://www.econbiz.de/10000978403
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A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index
Heaney, Richard A. - In: Australian journal of management 20 (1995) 1, pp. 75-104
Persistent link: https://www.econbiz.de/10001192131
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A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
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Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312
Persistent link: https://www.econbiz.de/10011669812