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Cross-correlations and cross-bicorrelations in Sterling exchange rates

Brooks, Chris; Hinich, Melvin J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404

Persistent link: https://www.econbiz.de/10001426372

Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting

Brooks, Chris; Hinich, Melvin J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196

Persistent link: https://www.econbiz.de/10001570836

Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling

Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 88-110

Persistent link: https://www.econbiz.de/10003981218

Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets

Czamanski, Daniel Z.; Dormaar, Paul; Hinich, Melvin J.; … - In: Energy economics 29 (2007) 1, pp. 94-104

Persistent link: https://www.econbiz.de/10003413306

A Gravity Analysis of International Stock Market Linkages

Wong, Wing-Keung - 2014

The last decade has witnessed a marked improvement in information technology. Such an improvement has reduced the information cost for market participants. Thus, whether the influence of geographic factors on international financial linkage is still significant nowadays is an important question...

Persistent link: https://www.econbiz.de/10013069075

A gravity analysis of international stock market linkages

Chong, Terence Tai-Leung; Wong, Wing Keung; Zhang, Juan - In: Applied economics letters 18 (2011) 13/15, pp. 1315-1319

Persistent link: https://www.econbiz.de/10009348038

The stock-bond comovements and cross-market trading

Li, Mengling; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438

Persistent link: https://www.econbiz.de/10011709117

On the comovement of A and H shares

Chong, Terence Tai-Leung - In: The Chinese economy 39 (2006) 5, pp. 68-86

Persistent link: https://www.econbiz.de/10015181367