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Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K. - In: Applied financial economics 19 (2009) 4/6, pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
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A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487
Persistent link: https://www.econbiz.de/10003605859
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Currency substitution and exchange rate determination
He, Yijian - In: Applied financial economics 7 (1997) 4, pp. 327-336
Persistent link: https://www.econbiz.de/10001226985
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International correlation structure of financial market movements : the evidence from the UK and the US
Cheng, Arnold C. S. - In: Applied financial economics 8 (1998) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001240718
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Oil price and US dollar exchange rate : change detection of bi-directional causal impact
Albulescu, Claudiu Tiberiu; Ajmi, Ahdi Noomen - In: Energy economics 100 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012990364
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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
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Noncausality and the commodity currency hypothesis
Lof, Matthijs; Nyberg, Henri - In: Energy economics 65 (2017), pp. 424-433
Persistent link: https://www.econbiz.de/10011804018
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Rafailidis, Panagiotis; Katrakilides, K. - In: Applied financial economics 24 (2014) 10/12, pp. 793-800
Persistent link: https://www.econbiz.de/10010402556
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Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.; Nusair, Salah - In: Energy economics 36 (2013), pp. 341-353
Persistent link: https://www.econbiz.de/10009724688