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Common stochastic trends and volatility in Asian-Pacific equity markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: Global Finance Journal 10 (1999) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10005235027
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Common stochastic trends and volatility in Asian-Pacific equity markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: Global finance journal 10 (1999) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10001493037
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Term structure of return correlations and international diversification : evidence from European stock markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: The European journal of finance 7 (2001) 2, pp. 144-164
Persistent link: https://www.econbiz.de/10001603199
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Volatility and trading demands in stock index futures
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: The journal of futures markets 23 (2002) 4, pp. 399-414
Persistent link: https://www.econbiz.de/10001765137
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Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets
Pan, Ming-Shiun; Fok, Robert Chi-Wing; Liu, Y.Angela - In: International review of economics & finance : IREF 16 (2007) 4, pp. 503-520
Persistent link: https://www.econbiz.de/10007795219
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An Examination of Long-Term Dependence in Black Market Exchange Rates in Eight Pacific-Basin Countries
Pan, Ming-Shiun; Liu, Y.Angela; Chan, Kam C. - In: International review of economics & finance : IREF 5 (1996) 2, pp. 175-186
Persistent link: https://www.econbiz.de/10007706806
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On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules
Lee, Chun I.; Pan, Ming-Shiun; Liu, Y.Angela - In: Journal of international financial markets, … 11 (2001) 2, pp. 199-214
Persistent link: https://www.econbiz.de/10007114538
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International Transmission of Stock Price Volatility: Evidence from the US and six Pacific Basin Markets
Liu, Y.Angela; Pan, Ming-Shiun; Fung, Hung-Gay - In: Journal of multinational financial management 6 (1996) 2-3, pp. 81-94
Persistent link: https://www.econbiz.de/10007135928
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Papers - Fractional Cointegration, Long Memory, and Exchange Rate Dynamics
Pan, Ming-Shiun; Liu, Y.Angela - In: International review of economics & finance : IREF 8 (1999) 3, pp. 305-316
Persistent link: https://www.econbiz.de/10007683477