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Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G. - In: Journal of international financial markets, … 7 (1997) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001230305
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Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G.; Palm, Franz C. - 1993
Persistent link: https://www.econbiz.de/10000886175
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Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G.; Palm, Franz C. - 1997
Persistent link: https://www.econbiz.de/10000659358
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840656
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Common intraday periodicity
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840658
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2012
Persistent link: https://www.econbiz.de/10009515469
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Common intraday periodicity
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - In: Journal of financial econometrics : official journal of … 10 (2012) 2, pp. 235-353
Persistent link: https://www.econbiz.de/10009540539
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - In: Journal of time series econometrics 8 (2016) 2, pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
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Revisiting the determinants of cryptocurrency excess return : does scarcity matter?
Bui, Mai; Huy Pham; Binh Nguyen Thanh; Tiwari, Aviral Kumar - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10015323723
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Stock returns and inflation in Pakistan
Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - In: Economic modelling 47 (2015), pp. 23-31
Persistent link: https://www.econbiz.de/10011437015