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Predicting growth cycle regimes for European countries

Osborn, Denise R. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001845321

SETS, arbitrage activity, and stock price dynamics

Dijk, Dick van (contributor) - 1999

Persistent link: https://www.econbiz.de/10001472377

Changes in international business cycle affiliations

Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; … - 2009

Persistent link: https://www.econbiz.de/10003935265

Corporate governance and the value of excess cash holdings of large European firms

Schauten, Maximilien Bernard Joseph; Dijk, Dick van; … - In: European financial management : the journal of the … 19 (2013) 5, pp. 991-1016

Persistent link: https://www.econbiz.de/10010237348

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10011300557

Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom

Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 21 (2001) 8, pp. 737-768

Persistent link: https://www.econbiz.de/10001591750

Non-linear inflationary dynamics : evidence from the UK

Arghyrou, Michael Georgiou; Martin, Christopher Ian; … - In: Oxford economic papers 57 (2005) 1, pp. 51-69

Persistent link: https://www.econbiz.de/10002590475

Time-varying excess returns on UK government bonds : a non-linear approach

Lekkos, Ilias; Milas, Costas - In: Journal of banking & finance 28 (2004) 1, pp. 45-62

Persistent link: https://www.econbiz.de/10001856954

Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach

Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 24 (2004) 3, pp. 221-250

Persistent link: https://www.econbiz.de/10001968617

Modelling monetary policy : inflation targeting in practice

Martin, Christopher Ian; Milas, Costas - In: Economica 71 (2004), pp. 209-221

Persistent link: https://www.econbiz.de/10002060585