Narrow search
Showing 111 - 120 of 200
Cover Image
Conditional heteroscedasticity in the equity returns from emerging markets
Fraser, Patricia - In: Advances in Pacific Basin financial markets 2 (1996), pp. 331-347
Persistent link: https://www.econbiz.de/10001208723
Cover Image
UK unit trust performance 1980 - 1989 : a passive time-varying approach
Black, Angela J. - In: Journal of banking & finance 16 (1992) 5, pp. 1015-1033
Persistent link: https://www.econbiz.de/10001130580
Cover Image
An empirical examination of long-run purchasing power parity as theory of international commodity arbitrage
Fraser, Patricia - In: Applied economics 23 (1991) 11, pp. 1749-1759
Persistent link: https://www.econbiz.de/10001132506
Cover Image
Some evidence on the potential role of commodity prices in the formulation of monetary policy
Fraser, Patricia - In: The Manchester School of Economic and Social Studies 60 (1992) 4, pp. 377-389
Persistent link: https://www.econbiz.de/10001133521
Cover Image
Predictability, trends and seasonalities : an empirical analysis of UK investment trust portfolios, 1970 - 1989
Fraser, Patricia - In: Applied financial economics 2 (1992) 3, pp. 161-171
Persistent link: https://www.econbiz.de/10001136534
Cover Image
Some efficient tests of international real interest rate parity
Fraser, Patricia - In: Applied economics 22 (1990) 8, pp. 1083-1092
Persistent link: https://www.econbiz.de/10001092545
Cover Image
The efficiency of CAC stock price forecasts : a survey based perspective
Fraser, Patricia - In: Revue économique : revue bimestrielle 44 (1993) 5, pp. 991-1000
Persistent link: https://www.econbiz.de/10001148963
Cover Image
Mean-variance efficiency, aggregate shocks and return horizons
Fraser, Patricia; Groenewold, Nicolaas - In: The Manchester School 69 (2001) 1, pp. 52-76
Persistent link: https://www.econbiz.de/10001573229
Cover Image
Tests of asset-pricing models : how important is the iid-normal assumption
Groenewold, Nicolaas; Fraser, Patricia - In: Journal of empirical finance 8 (2001) 4, pp. 427-449
Persistent link: https://www.econbiz.de/10001607068
Cover Image
How big is the speculative component in Australian share prices?
Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - 2001
Persistent link: https://www.econbiz.de/10001619737