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Stock return process and expected depreciation over the Asian financial crisis
Fang, Wen-shwo - In: Applied economics 33 (2001) 7, pp. 905-912
Persistent link: https://www.econbiz.de/10001583782
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Dynamic linkages between Asian stock prices and exchange rates : new evidence from causality in quantiles
Yang, Zheng; Tu, Anthony H.; Zeng, Yong - In: Applied economics 46 (2014) 10/12, pp. 1184-1201
Persistent link: https://www.econbiz.de/10010399366
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Spillovers of volatility index : evidence from U.S., European, and Asian stock markets
Shu, Hui-chu; Chang, Jung-Hsien - In: Applied economics 51 (2019) 19, pp. 2070-2083
Persistent link: https://www.econbiz.de/10012196641
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
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Investing against the wind : contagion during the recent financial crisis
Lu, Liping; Wang, Chunyang - In: Applied economics 48 (2016) 58/60, pp. 5824-5833
Persistent link: https://www.econbiz.de/10011773074
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Volatility spillovers across daytime and overnight information between China and world equity markets
Hua, Jian; Sanhaji, Bilel - In: Applied economics 47 (2015) 49/51, pp. 5407-5431
Persistent link: https://www.econbiz.de/10011341791
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A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola; Hammoudeh, Shawkat; Nguyen, … - In: Applied economics 49 (2017) 25, pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424