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~subject:"Spillover effect"
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Spillover effect
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29
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29
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25
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Tse, Yiuman
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Fung, Hung-gay
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ECONIS (ZBW)
10
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1
Price and volatility spillovers between interest rate and exchange value of the US dollar
So, Raymond W.
- In:
Global finance journal
12
(
2001
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001601051
Saved in:
2
Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 911-930
Persistent link: https://www.econbiz.de/10001443476
Saved in:
3
Price and volatility spillovers in Scandinavian stock markets
Booth, G. Geoffrey
;
Martikainen, Teppo
;
Tse, Yiuman
-
1995
Persistent link: https://www.econbiz.de/10000921824
Saved in:
4
Common volatility and volatility spillovers between US and Eurodollar interest rates : evidence from the futures market
Tse, Yiuman
- In:
Journal of economics & business
48
(
1996
)
3
,
pp. 299-312
Persistent link: https://www.econbiz.de/10001334620
Saved in:
5
Price and volatility spillovers in Scandinavian stock markets
Booth, G. Geoffrey
- In:
Journal of banking & finance
21
(
1997
)
6
,
pp. 811-823
Persistent link: https://www.econbiz.de/10001224578
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6
International price iscovery for emerging market stocks : evidence from Indian GDRs
Kadapakkam, Palani-Rajan
;
Misra, Lalatendu
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
21
(
2003
)
2
,
pp. 179-199
Persistent link: https://www.econbiz.de/10001787778
Saved in:
7
Volatility and return spillovers in Canadian and US industry ETFs
Krause, Timothy
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 244-259
Persistent link: https://www.econbiz.de/10009693301
Saved in:
8
Are stock markets in Asia related to carry trade?
Fung, Hung-gay
;
Tse, Yiuman
;
Zhao, Lin
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 200-216
Persistent link: https://www.econbiz.de/10010346745
Saved in:
9
Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan
;
Krause, Timothy
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
Saved in:
10
Including commodity futures in asset allocation in China
Liu, Qingfu
;
Tse, Yiuman
;
Zhang, Linlin
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1487-1499
Persistent link: https://www.econbiz.de/10011913170
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