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Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries.
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- Financial Review, 2002, v. 37, n. 2, p. 137, doi. 10.1111/1540-6288.00009
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- Article
Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios.
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- Empirical Economics, 2004, v. 29, n. 3, p. 575, doi. 10.1007/s00181-004-0199-3
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- Article
MODELLING THE US/UK REAL EXCHANGE RATE–REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH.
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- Manchester School (1463-6786), 2005, v. 73, n. 2, p. 123, doi. 10.1111/j.1467-9957.2005.00439.x
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- Article
The risk-return relation and VIX: evidence from the S&P 500.
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- Empirical Economics, 2013, v. 44, n. 3, p. 1291, doi. 10.1007/s00181-012-0639-4
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- Article
Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US.
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- Panoeconomicus, 2010, v. 57, n. 4, p. 429, doi. 10.2298/PAN1004429G
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- Article
A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT.
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- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 7, p. 657, doi. 10.1142/S021902490800497X
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- Article
TESTING FOR "PURE" CONTAGION EFFECTS IN INTERNATIONAL BANKING:: THE CASE OF BCCI'S FAILURE.
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- International Journal of Theoretical & Applied Finance, 2004, v. 7, n. 3, p. 289, doi. 10.1142/S0219024904002438
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- Article
Federal home loan bank advances and systemic risk.
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- Review of Quantitative Finance & Accounting, 2022, v. 59, n. 4, p. 1525, doi. 10.1007/s11156-022-01082-8
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- Article
Systemic risk, real GDP growth, and sentiment.
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- Review of Quantitative Finance & Accounting, 2021, v. 57, n. 2, p. 461, doi. 10.1007/s11156-020-00952-3
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- Article
Systemic risk-shifting in U.S. commercial banking.
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- Review of Quantitative Finance & Accounting, 2020, v. 54, n. 2, p. 517, doi. 10.1007/s11156-019-00797-5
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- Article
Semi-parametric real exchange rates dynamics.
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- Review of Quantitative Finance & Accounting, 2019, v. 52, n. 2, p. 643, doi. 10.1007/s11156-018-0720-y
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- Article
The impact of prompt corrective action on the default risk of the U.S. commercial banking sector.
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- Review of Quantitative Finance & Accounting, 2014, v. 43, n. 2, p. 393, doi. 10.1007/s11156-013-0378-4
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- Article
Uncovering a positive risk-return relation: the role of implied volatility index.
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- Review of Quantitative Finance & Accounting, 2014, v. 42, n. 1, p. 159, doi. 10.1007/s11156-012-0317-9
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- Article
Revisiting the forward-spot relation: an application of the nonparametric long-run correlation coefficient.
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- Journal of Economics & Finance, 2012, v. 36, n. 1, p. 148, doi. 10.1007/s12197-010-9135-x
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- Article
A note on the relation between the equity risk premium and the term structure.
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- Journal of Economics & Finance, 2010, v. 34, n. 1, p. 89, doi. 10.1007/s12197-008-9069-8
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- Article
Real exchange rate, stationarity, and economic fundamentals.
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- Journal of Economics & Finance, 2009, v. 33, n. 4, p. 393, doi. 10.1007/s12197-008-9041-7
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- Article
The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006.
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- Journal of Economics & Finance, 2009, v. 33, n. 2, p. 111, doi. 10.1007/s12197-008-9038-2
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- Article
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence.
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- Journal of Business Finance & Accounting, 2000, v. 27, n. 3/4, p. 447, doi. 10.1111/1468-5957.00320
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- Article
"Creative Crisis in Democracy and Economy".
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- Spoudai, 2015, v. 65, n. 1/2, p. 96
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- Article
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE.
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- Journal of Financial Research, 2001, v. 24, n. 3, p. 443, doi. 10.1111/j.1475-6803.2001.tb00779.x
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- Article
Modeling regime transition in stock index futures markets and forecasting implications.
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- Journal of Forecasting, 2008, v. 27, n. 8, p. 649, doi. 10.1002/for.1084
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- Article
Intrinsic Bubbles Revisited: Evidence from Nonlinear Cointegration and Forecasting.
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- Journal of Forecasting, 2004, v. 23, n. 4, p. 237, doi. 10.1002/for.909
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- Article
Non-linear Forecasts of Stock Returns.
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- Journal of Forecasting, 2003, v. 22, n. 4, p. 299, doi. 10.1002/for.858
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- Article
Bank competition, stability, and intervention quality.
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- International Journal of Finance & Economics, 2019, v. 24, n. 1, p. 568, doi. 10.1002/ijfe.1680
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- Article
Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans.
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- International Journal of Finance & Economics, 2018, v. 23, n. 4, p. 376, doi. 10.1002/ijfe.1622
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- Article
Equity flows, stock returns and exchange rates.
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- International Journal of Finance & Economics, 2017, v. 22, n. 2, p. 159, doi. 10.1002/ijfe.1574
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- Article
BANK DIVIDENDS, REAL GDP GROWTH AND DEFAULT RISK.
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- International Journal of Finance & Economics, 2014, v. 19, n. 3, p. 212, doi. 10.1002/ijfe.1491
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- Article
IMPLIED VOLATILITY AND THE RISK-RETURN RELATION: A NOTE.
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- International Journal of Finance & Economics, 2013, v. 18, n. 2, p. 159, doi. 10.1002/ijfe.449
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- Article
Causality from real stock returns to real activity: evidence of regime-dependence.
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- International Journal of Finance & Economics, 2010, v. 15, n. 2, p. 180, doi. 10.1002/ijfe.383
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- Article
Regime switching in stock index and futures markets: a note on the NIKKEI evidence.
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- International Journal of Finance & Economics, 2009, v. 14, n. 4, p. 394, doi. 10.1002/ijfe.390
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- Article
Real interest rates linkages between the USA and the UK in the postwar period.
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- International Journal of Finance & Economics, 2005, v. 10, n. 3, p. 251, doi. 10.1002/ijfe.271
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- Article
Contagion in banking due to BCCI's failure: evidence from national equity indices.
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- International Journal of Finance & Economics, 2004, v. 9, n. 3, p. 245, doi. 10.1002/ijfe.224
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- Article
NEURAL NETWORK LINEAR FORECASTS FOR STOCK RETURNS.
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- International Journal of Finance & Economics, 2001, v. 6, n. 3, p. 245, doi. 10.1002/ijfe.156
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- Article
BLACK AND OFFICIAL EXCHANGE RATE VOLATILITY AND FOREIGN EXCHANGE CONTROLS: EVIDENCE FROM GREECE.
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- International Journal of Finance & Economics, 2001, v. 6, n. 1, p. 13, doi. 10.1002/ijfe.140
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- Article