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Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models

Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274

Persistent link: https://www.econbiz.de/10010529033

Time varying price discovery

Avino, Davide; Lazar, Emese; Varotto, Simone - In: Economics letters 126 (2015), pp. 18-21

Persistent link: https://www.econbiz.de/10011376376

Testing distribution models for the Irish equity market

Cotter, John - In: The economic and social review 29 (1998) 4, pp. 369-382

Persistent link: https://www.econbiz.de/10001538423

International equity market integration in a small open economy : Ireland january 1990 - december 2000

Cotter, John - In: International review of financial analysis 13 (2004) 5, pp. 669-685

Persistent link: https://www.econbiz.de/10002487626

Tail behaviour of the euro

Cotter, John - In: Applied economics 37 (2005) 7, pp. 827-840

Persistent link: https://www.econbiz.de/10002759640

Integration and Contagion in US Housing Markets

Cotter, John - 2011

This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a multi-factor model of U.S. housing market integration. It then identifies...

Persistent link: https://www.econbiz.de/10013119463