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Has entry to the European Union altered the dynamic links of stock returns for the emerging markets?
Moore, Tomoe - In: Applied financial economics 17 (2007) 16/18, pp. 1431-1446
Persistent link: https://www.econbiz.de/10003605850
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Spillover effects from London and Frankfurt to Central and Eastern European stock markets
Harrison, Barry; Moore, Winston - In: Applied financial economics 19 (2009) 16/18, pp. 1509-1521
This article investigates comovement in stock markets between the emerging economies of Central and Eastern Europe (CEE) and the developed markets of Western Europe. Three approaches are employed to examine this issue. The first two approaches, time-varying realized correlation ratios and...
Persistent link: https://www.econbiz.de/10003886334
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Volatility in the transition markets of Central Europe
Kasch-Haroutounian, Maria; Price, Simon - In: Applied financial economics 11 (2001) 1, pp. 93-105
Persistent link: https://www.econbiz.de/10001545401
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Efficiency of transition banks : inter-country banking industry trends
Kenjegalieva, Karligash A.; Simper, Richard; … - In: Applied financial economics 19 (2009) 19/21, pp. 1531-1546
This study investigates the trend of X-(in) efficiencies across Eastern European 2004-accession countries' banking industries over the period 1999 to 2003. We use Data Envelopment Analysis (DEA) estimators to obtain proxies for X-(in)efficiencies and we then analyse the inter-country industry...
Persistent link: https://www.econbiz.de/10003904293
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Exchange rate uncertainty and corporate values : evidence from Taiwan
Nieh, Chien-chung; Lin, Jeng-bau; Wang, Yu-shan - In: Applied financial economics 18 (2008) 13/15, pp. 1181-1192
Persistent link: https://www.econbiz.de/10003760237
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Revisiting East Asian exchange rates : the same spirit under a different sky
Payaslioglu, Cem - In: Applied financial economics 18 (2008) 13/15, pp. 1263-1276
Persistent link: https://www.econbiz.de/10003760267
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Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl; Sayyan, Hülya - In: Applied financial economics 18 (2008) 4/6, pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
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An eclectic approach to currency crises : drawing lessons from the EMS experience
Pérez-Bermejo, Francisco; Sosvilla-Rivero, Simón; … - In: Applied financial economics 18 (2008) 4/6, pp. 501-517
Persistent link: https://www.econbiz.de/10003739192
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The behaviour of a small foreign exchange market with a long-term peg - Barbados
Worrell, DeLisle; Craigwell, Roland C.; Mitchell, Travis - In: Applied financial economics 18 (2008) 7/9, pp. 673-682
Persistent link: https://www.econbiz.de/10003739289
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Sources of exchange rate fluctuations : empirical evidence from six emerging market countries
Chowdhury, Ibrahim S. - In: Applied financial economics 14 (2004) 10, pp. 697-705
Persistent link: https://www.econbiz.de/10002111031