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What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
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Structural breaks in volatility : the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
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Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7/9, pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
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The impact of settlement time on the volatility of stock markets
Li, Dong - In: Applied financial economics 7 (1997) 6, pp. 689-694
Persistent link: https://www.econbiz.de/10001240752
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Behaviour of stock markets' memories
Mohammadi, Shapour; Pouyanfar, Ahmad - In: Applied financial economics 21 (2011) 1/3, pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
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The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim - In: Applied financial economics 21 (2011) 7/9, pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Modelling the effects of regulatory discretion : Carsberg vs Spottiswoode
Robinson, Terry A. - In: Applied financial economics 10 (2000) 2, pp. 117-121
Persistent link: https://www.econbiz.de/10001525824
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Volatility spillovers across equity markets : European evidence
Kanas, Angelos - In: Applied financial economics 8 (1998) 3, pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864