| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A system of stock prices in world stock exchanges: Common stochastic trends for 1975-1990 |
0 |
0 |
0 |
107 |
0 |
1 |
10 |
369 |
| An empirical analysis of herd behavior in global stock markets |
1 |
8 |
27 |
1,035 |
3 |
17 |
92 |
2,684 |
| Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model |
0 |
0 |
0 |
78 |
0 |
0 |
13 |
297 |
| Comovements of Stock Markets between Turkey and Global Countries |
0 |
0 |
0 |
19 |
0 |
0 |
11 |
116 |
| Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
75 |
| Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? |
0 |
0 |
0 |
48 |
1 |
2 |
6 |
246 |
| Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
227 |
| Dynamic correlation analysis of financial contagion: Evidence from Asian markets |
0 |
1 |
9 |
559 |
1 |
7 |
32 |
1,381 |
| Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
214 |
| Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model |
0 |
0 |
0 |
174 |
0 |
1 |
15 |
546 |
| Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets |
0 |
0 |
0 |
43 |
0 |
0 |
12 |
178 |
| Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
61 |
| Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis |
0 |
0 |
2 |
256 |
0 |
3 |
28 |
731 |
| Foreign exchange returns over short and long horizons |
0 |
0 |
1 |
21 |
0 |
0 |
6 |
120 |
| Forward rate, spot rate and risk premium: An empirical analysis |
0 |
0 |
0 |
128 |
1 |
2 |
6 |
702 |
| Herding behavior in Chinese stock markets: An examination of A and B shares |
1 |
3 |
12 |
550 |
4 |
10 |
42 |
1,444 |
| International Asset Excess Returns and Multivariate Conditional Volatilities |
0 |
0 |
0 |
51 |
0 |
3 |
9 |
200 |
| International asset pricing and equity market risk |
0 |
0 |
0 |
71 |
2 |
2 |
6 |
233 |
| Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market |
0 |
0 |
0 |
54 |
1 |
1 |
9 |
272 |
| New evidence on the relation between return volatility and trading volume |
0 |
0 |
0 |
61 |
0 |
0 |
8 |
225 |
| On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets |
0 |
0 |
0 |
18 |
1 |
1 |
10 |
134 |
| On the Predictors of the Future Spot Rates--A Multi-currency Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
173 |
| Retrieving the vanishing liquidity effect--a threshold vector autoregressive model |
0 |
0 |
0 |
108 |
1 |
1 |
6 |
289 |
| Risk and International Parity Conditions: A Synthesis from Consumption Based Models |
0 |
0 |
0 |
69 |
1 |
1 |
13 |
484 |
| Short-term eurocurrency rate behavior and specifications of cointegrating processes |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
212 |
| Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks |
0 |
1 |
1 |
28 |
0 |
3 |
11 |
155 |
| The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach |
0 |
0 |
1 |
331 |
0 |
1 |
7 |
1,229 |
| The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries |
0 |
0 |
0 |
92 |
0 |
1 |
19 |
424 |
| The speed of adjustment to information: Evidence from the Chinese stock market |
0 |
0 |
1 |
96 |
0 |
1 |
17 |
270 |
| Time series dynamics of short-term interest rates: evidence from Eurocurrency markets |
0 |
0 |
0 |
32 |
1 |
4 |
11 |
153 |
| Total Journal Articles |
2 |
13 |
54 |
4,116 |
17 |
64 |
422 |
13,844 |
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