A DCC analysis of international stock market correlations the role of Japan on the Asian Four Tigers

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Applied financial economics letters
1. Verfasser: Yang, Sheng-yung (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2005
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Transmission of shocks among health care stock index returns 2008 Ewing, Bradley T.
Incomplete temporal overlap and cross-sectional independence in event studies 2008 Karafiath, Imre
Financial distress, relative performance and takeovers as drivers for abnormal accruals 2008 Zuo, Lingyan
Deregulation and productivity changes in banking : evidence from European unification 2008
Fixed income securities with a zero Macaulay duration : senior life settlements 2008 Ortiz, Carlos E.
Test of a quadratic relationship between the yield of TIPS and the federal funds rate 2008 Hsing, Yu
Value-neutral tradeoffs between failure risk and growth 2008 Shaffer, Sherrill
Do large hedgers and speculators react to events? : a stability and events analysis 2008 Gurrib, Ikhlaas
Measuring the US social discount rate: reply to Azar 2008 Lally, Martin
Demonstrating error-correction modelling for intraday statistical arbitrage 2008 Jacobsen, Brian
Are stock repurchases more flexible than dividends? : the case of Japanese firms 2008 Baba, Naohiko
Price matching for multiple rescindable options and European options 2008 Dokučaev, Nikolaj G.
A threshold model for the Hong Kong warrant prices 2008 Wong, Kin-ming
Style drift and fund performance in up and down markets : Australian evidence 2008 Holmes, Kathryn A.
Disaggregating "accounting earnings" to better explain UK dividends 2008 Atieh, Abdallah
SPEC model selection algorithm for ARCH models : an options pricing evaluation framework 2008 Degiannakis, Stavros
Long memory in international equity markets : revisited 2008 Assaf, Ata
Application of the auction theory to the overpricing phenomenon in a corporate bond underwriting market 2008 Matsui, Kenji
Stock market returns and the temperature effect : new evidence from Europe 2008 Floros, Christos
Find a penny and pick it up: capitalizing on mutual fund rounding 2008 Redding, Lee Scott
Alle Artikel auflisten