The effects of macroeconomic factors upon the systematic risk of common equity and the parameters of the security market line

von Cochran, Steven J.
Veröffentlicht 1988

The direction of causality between US and foreign equity market yields

von Cochran, Steven J.
Veröffentlicht in Journal of economics and international relations (1990)

Expected returns and economic factors : a GARCH approach

von Cochran, Steven J.
Veröffentlicht in Applied financial economics (1993)

The effects of macroeconomic factors on systematic currency risk during economic expansion and contractions

von Cochran, Steven J.
Veröffentlicht in Journal of economics and international relations (1988)

The interrelationships between US and foreign equity market yields : tests of Granger causality

von Cochran, Steven J.
Veröffentlicht in Journal of international business studies (1991)

Can purchasing power parity help forecast the dollar?

von Cochran, Steven J.
Veröffentlicht in Journal of forecasting (1995)

Predictability in real exchange rates : evidence from parametric hazard models

von Cochran, Steven J.
Veröffentlicht in International review of economics & finance (1996)

Predictable components in exchange rates

von Cochran, Steven J.
Veröffentlicht in The quarterly review of economics and finance (1995)

Inflation's negative effects on real stock prices : new evidence and a test of the proxy effect hypothesis

von Cochran, Steven J.
Veröffentlicht in Applied economics (1993)

The relationship between the Brazilian interest payments moratorium and bank equity returns : Evidence from the London stock exchange

von Mansur, Iqbal
Veröffentlicht in Applied economics (1991)

The relationship between the Argentinean debt rescheduling announcement and bank equity returns

von Mansur, Iqbal
Veröffentlicht in The financial review (1990)

Volatility persistence in metal returns : a FIGARCH approach

von Cochran, Steven J.
Veröffentlicht in Journal of economics & business (2012)

Equity market implied volatility and energy prices : a double threshold GARCH approach

von Cochran, Steven J.
Veröffentlicht in Energy economics (2015)

Foreign exchange volatility shifts and futures hedging : an ICSS-GARCH approach

von Mansur, Iqbal
Veröffentlicht in Review of Pacific Basin financial markets and policies (2007)

Long memory and asymmetry in commodity returns and risk : the role of term spread

von Cochran, Steven J.
Veröffentlicht in Financial mathematics, volatility and covariance modelling (2019)

The relationship between bank equity returns and the Brazilian interest payments moratorium

von Mansur, Iqbal
Veröffentlicht in The journal of applied business research (1988-1989)

Volatility in world equity markets

von Cochran, Steven J.
Veröffentlicht in Review of Pacific Basin financial markets and policies (2003)