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Econometric Analysis of Financial Derivatives

Chang, Chia-Lin; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2014

__Abstract__ One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of...

Persistent link: https://www.econbiz.de/10011274352

The ten commandments for ranking university quality

Mcaleer, Michael - In: Journal of economic surveys 19 (2005) 4, pp. 649-654

Persistent link: https://www.econbiz.de/10007640303

Risk management and financial derivatives: An overview

Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115

Persistent link: https://www.econbiz.de/10010134044

Conditional correlations and volatility spillovers between crude oil and stock index returns

Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138

Persistent link: https://www.econbiz.de/10010134045

Globalization and knowledge spillover: international direct investment, exports and patents

Chang, Chia-Lin; Chen, Sung-Po; McAleer, Michael - In: Economics of innovation and new technology 22 (2013) 4, pp. 329-352

Persistent link: https://www.econbiz.de/10010135889

International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord

McAleer, Michael; Jiménez‐Martín, Juan‐Ángel; … - In: Journal of forecasting 32 (2013) 3, pp. 267-288

Persistent link: https://www.econbiz.de/10010095340

Econometric modelling of non-ferrous metal prices

Watkins, Clinton; Mcaleer, Michael - In: Journal of economic surveys 18 (2004) 5, pp. 651-702

Persistent link: https://www.econbiz.de/10007645537

Is a monetary union feasible for East Asia?

Zhang, Zhaoyong; Sato, Kiyotaka; Mcaleer, Michael - In: Applied economics 36 (2004) 10, pp. 1031-1044

Persistent link: https://www.econbiz.de/10007646488

An Empirical Assessment of Country Risk Ratings and Associated Models

Hoti, Suhejla; Mcaleer, Michael - In: Journal of economic surveys 18 (2004) 4, pp. 539-588

Persistent link: https://www.econbiz.de/10007646811

Trends and volatilities in foreign patents registered in the USA

Chan, Felix; Marinova, Dora; Mcaleer, Michael - In: Applied economics 36 (2004) 6, pp. 585-592

Persistent link: https://www.econbiz.de/10007649956