Mean and volatility spillover effects in the US and Pacific-Basin stock markets

von Liu, Y. Angela
Veröffentlicht in Multinational finance journal (1997)

Step-reset options : design and valuation

von Hsueh, Paul L.
Veröffentlicht in The journal of futures markets (2002)

Fractional cointegration, long memory, and exchange rate dynamics

von Pan, Ming-Shiun
Veröffentlicht in International review of economics & finance (1999)

The term structure of return correlations : the US and Pacific-Basin stock markets

von Pan, Ming-Shiun
Veröffentlicht in Advances in investment analysis and portfolio management (2002)

An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries

von Pan, Ming-Shiun
Veröffentlicht in International review of economics & finance (1996)

Common stochastic trends and volatility in Asian-Pacific equity markets

von Pan, Ming-Shiun
Veröffentlicht in Global finance journal (1999)

Term structure of return correlations and international diversification : evidence from European stock markets

von Pan, Ming-Shiun
Veröffentlicht in The European journal of finance (2001)

On market efficiency of Asian foreign exchange rates : evidence from a joint variance ratio test and technical trading rules

von Lee, Chun I.
Veröffentlicht in Journal of international financial markets, institutions & money (2001)

Volatility and trading demands in stock index futures

von Pan, Ming-Shiun
Veröffentlicht in The journal of futures markets (2003)

Dynamic linkages between exchange rates and stock prices : evidence from East Asian markets

von Pan, Ming-Shiun
Veröffentlicht in International review of economics & finance (2007)

International transmission of stock price movements : evidence from the US and five Asian-Pacific markets

von Liu, Y. Angela
Veröffentlicht in Journal of economics and finance (1998)