Testing for financial contagion based on a nonparametric measure of the cross-market correlation.
- Published in:
- Review of Financial Economics, 2014, v. 23, n. 3, p. 141, doi. 10.1016/j.rfe.2014.05.001
- By:
- Publication type:
- Article
Works matching IS 10583300 AND DT 2014 AND VI 23 AND IP 3
Results: 5
1
2
IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors.
- Published in:
- Review of Financial Economics, 2014, v. 23, n. 3, p. 148, doi. 10.1016/j.rfe.2014.06.001
- By:
- Publication type:
- Article
3
The output gap and expected security returns.
- Published in:
- Review of Financial Economics, 2014, v. 23, n. 3, p. 131, doi. 10.1016/j.rfe.2014.04.001
- By:
- Publication type:
- Article
4
The predictability of aggregate returns on commodity futures.
- Published in:
- Review of Financial Economics, 2014, v. 23, n. 3, p. 120, doi. 10.1016/j.rfe.2014.02.001
- By:
- Publication type:
- Article
5
Changing banking relationships and client-firm performance: Evidence from Japan for the 1990s.
- Published in:
- Review of Financial Economics, 2014, v. 23, n. 3, p. 107, doi. 10.1016/j.rfe.2013.12.002
- By:
- Publication type:
- Article